Just wondering if there is anyway I can estimate more than one equation in the estimate equation window please??
another question, when use BDS test, there are both BDS statistic and z-statistic, on what ground I should reject the null hypothesis of the BDS test?? what is v-statistic??
Search found 18 matches
- Tue Sep 23, 2008 8:45 am
- Forum: Estimation
- Topic: about estimate equation and BDS test
- Replies: 4
- Views: 13042
- Tue Sep 23, 2008 8:39 am
- Forum: Estimation
- Topic: Breusch-Godfrey Serial Correlation LM
- Replies: 4
- Views: 19445
- Mon Sep 22, 2008 1:34 pm
- Forum: Estimation
- Topic: Breusch-Godfrey Serial Correlation LM
- Replies: 4
- Views: 19445
Breusch-Godfrey Serial Correlation LM
how can I use the Breusch-Godfrey Serial Correlation LM test in EView 6, what do I suppose to put in the blank area please?
also for the ARCH LM test, what is WGTRESID? is that standarized residual or just squared error terms??
How can I make standarized residual series please?
also for the ARCH LM test, what is WGTRESID? is that standarized residual or just squared error terms??
How can I make standarized residual series please?