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by cylin
Fri Oct 17, 2008 8:34 am
Forum: Estimation
Topic: How to test c(2)>c(6)
Replies: 5
Views: 11638

Re: How to test c(2)>c(6)

Starz,
Do you mean:

0.027229/0.075777=0.3593, which is the t-stat?
How can we tell this t-stat is for C(6)>c(23) or C(6)<c(23) ?
by cylin
Fri Oct 17, 2008 8:14 am
Forum: Estimation
Topic: How to test c(2)>c(6)
Replies: 5
Views: 11638

Re: How to test c(2)>c(6)

startz, Thanks. But how? For example, I got the following restuls: Test Statistic Value df Probability Chi-square 0.129122 1 0.7193 Null Hypothesis Summary: Normalized Restriction (= 0) Value Std. Err. C(6) - C(23) 0.027229 0.075777 Restrictions are linear in coefficients.
by cylin
Fri Oct 17, 2008 8:06 am
Forum: Estimation
Topic: How to test c(2)>c(6)
Replies: 5
Views: 11638

How to test c(2)>c(6)

In the Eviews User's Guide, I only find Wald test to test things like C(2)=c(6). How can I test coefficient relationship like c(2)>c(6)?
Thanks.

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