Wald Test Inequality Restriction

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KimFong
Posts: 5
Joined: Wed May 19, 2010 1:48 am

Wald Test Inequality Restriction

Postby KimFong » Mon Jun 07, 2010 8:44 am

Dear fellows,
I wish to restrict a coefficient greater than zero. c(1)>0
How should I specify in the "restrict coefficient" box?
Thank you.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Wald Test Inequality Restriction

Postby startz » Mon Jun 07, 2010 9:02 am

EViews does not do one-tailed tests. You should specify c(1)=0 to get the test statistic and then find the one-tailed critical value from a table.
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