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over identification

https://forums.eviews.com/viewtopic.php?f=4&t=19155

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over identification

Posted: Thu May 03, 2018 4:21 pm
by Azza
Hi

can any one tell me what is the null hypothesis for LR test for over identification (SVAR results) :roll: ?

thank you

Re: over identification

Posted: Thu May 03, 2018 6:05 pm
by EViews Matt
As the SVAR documentation indicates, the null hypothesis is that the restrictions are valid.

Re: over identification

Posted: Thu May 03, 2018 6:11 pm
by Azza
thank you
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