Search found 4 matches

by kdom20
Fri Aug 19, 2016 11:43 am
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 3336

Re: ARDL/ Wald Test Restrctions on Long Run Parameter

Thanks. I was hoping for a more fast/efficient way of doing this as I at least have 53 ARDL models to estimate and test LR restrictions.
I hope someone will chime in with an idea/ad in to do this> Thanks.
by kdom20
Fri Aug 19, 2016 10:50 am
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 3336

Re: ARDL/ Wald Test Restrctions on Long Run Parameter

Can you briefly elaborate on what you mean by manually (is that as in re-estimating the Unrestricted ECM "Test Equation" and then test the restrictions? EV does provide the LR ARDL estimates, I am trying to "efficiently" test few restrictions on these Parameters within the ARDL f...
by kdom20
Fri Aug 19, 2016 7:53 am
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 3336

ARDL/ Wald Test Restrctions on Long Run Parameter

Hi all,

Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.
by kdom20
Thu Aug 18, 2016 1:36 pm
Forum: Econometric Discussions
Topic: ARDL - Long Run Parameter Restrictions
Replies: 0
Views: 908

ARDL - Long Run Parameter Restrictions

Hi all,

Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.

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