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by vikas
Thu Sep 03, 2015 4:51 am
Forum: Econometric Discussions
Topic: Coefficient Restriction using Wald test
Replies: 1
Views: 3781

Coefficient Restriction using Wald test

Hi, I need assistance on the coefficient restriction using wald test in eviews 9. I am examining the market efficiency by putting restrictions(α₁ = 0 and β₁ =1) on the equation S_T= α_1+β_1 F_t+ε_T. both the series are stationary and the regression results shows α₁ close to zero and significant β₁ c...

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