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- 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...
