Search found 1 match
- Mon Apr 14, 2014 3:33 am
- Forum: Econometric Discussions
- Topic: Wald test on linear restrictions VAR model
- Replies: 0
- Views: 2020
Wald test on linear restrictions VAR model
Hello! I am working on a term paper and I would like to do a Wald test on linear restrictions on my VAR model. Is there an easy way to this in eviews? This my model : dshort = @coef(1) * dshort(-1) + @coef(2) * dshort(-2) + @coef(3) * dshort(-3) + @coef(4) * dshort(-4) + @coef(5) * spread(-1) + @coe...