Wald Coefficients Stuck

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pdwhoward
Posts: 11
Joined: Tue Oct 23, 2012 2:44 pm

Wald Coefficients Stuck

Postby pdwhoward » Mon May 18, 2015 3:35 pm

I have estimated a system. After the estimation, I tested a restriction on the coefficients using "View->Coefficient Diagnostics->Wald Coefficients Tests". Let's say I tested c(1)=c(2). After performing this test, I am unable to modify these restrictions. Eviews 9 will not allow me to remove the restriction c(1)=c(2), and furthermore, it is imposing the restriction in all other estimations. For example, if I have a second system where I have never performed a Wald Test, and I re-estimate this system, Eviews will not impose c(1)=c(2) in this system as well! Please help: how can I remove/ edit the Wald restriction in my original estimation, and how can I stop Eviews from imposing the Wald restriction on all my other systems?

pdwhoward
Posts: 11
Joined: Tue Oct 23, 2012 2:44 pm

Re: Wald Coefficients Stuck

Postby pdwhoward » Mon May 18, 2015 3:39 pm

I've just tested performing Wald tests in Eviews 8, and this behavior does NOT happen. I believe this is a big bug in Eviews 9.

EViews Glenn
EViews Developer
Posts: 2672
Joined: Wed Oct 15, 2008 9:17 am

Re: Wald Coefficients Stuck

Postby EViews Glenn » Mon May 18, 2015 4:56 pm

We'll get a fix out.


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