Standard errors of the sum of coefficient

[Aktar]

Hello

I'm doing OLS estimation with an independent variable lagged as t-1, t-2, t-3, and t-4 (four beta coefficients). I would like to have the sum of these coefficients for interpreting the global impact of this variable on the endogenous one (for example the global influence of the US's GDP growth lagged in t-1, t-2, t-3, and t-4 on the Thai GDP growth).

How can I compute the standard error of this new coefficient for computing a t-test?

Can i use this formula?

V(b1+b2+b3+b4)=v(b1)+v(b2)+v(b3)+v(b4)+2.cov(b1,b2)+2.cov(b1,b3)+2.cov(b1,b4)+2.cov(b2,b3)+2.cov(b2,b4)+2.cov(b3,b4) ??

And how compute cov(bi,bj)??

Thank you very much

[David Marso]

Hint:
REGRESSION
.....
OUTFILE={COVB (filename)
........
MATRIX.
.......
SQRT(MSUM()).......
---
OTOH:  Hopefully you have prewhitened both series!

Aktar wrote

Hello

I'm doing OLS estimation with an independent variable lagged as t-1, t-2, t-3, and t-4 (four beta coefficients). I would like to have the sum of these coefficients for interpreting the global impact of this variable on the endogenous one (for example the global influence of the US's GDP growth lagged in t-1, t-2, t-3, and t-4 on the Thai GDP growth).

How can I compute the standard error of this new coefficient for computing a t-test?

Can i use this formula?

V(b1+b2+b3+b4)=v(b1)+v(b2)+v(b3)+v(b4)+2.cov(b1,b2)+2.cov(b1,b3)+2.cov(b1,b4)+2.cov(b2,b3)+2.cov(b2,b4)+2.cov(b3,b4) ??

And how compute cov(bi,bj)??

Thank you very much