How can i save just the chi-square- and probability-value when i integrate the Wald test in a program?
eq1.wald c(2)=0, c(3)=0
Thanks for your help
Search found 5 matches
- Mon Oct 19, 2009 12:30 pm
- Forum: Programming
- Topic: wald test save results
- Replies: 1
- Views: 3282
- Thu Oct 15, 2009 8:04 am
- Forum: Programming
- Topic: Wald-Test /F-Test for a set of regressions
- Replies: 4
- Views: 14622
Re: Wald-Test /F-Test for a set of regressions
one more question regarding wald test....to get help would be really great! When i set up the system and run an seemingly unrelated regression, does it matter to do it with 25 or 300 time series in terms of the quality of my results? Additionally i run the regression für 300 investment funds. Becaus...
- Fri Oct 09, 2009 3:46 am
- Forum: Programming
- Topic: Wald-Test /F-Test for a set of regressions
- Replies: 4
- Views: 14622
Re: Wald-Test /F-Test for a set of regressions
Thanks for the quick response. Could you please tell me one further thing: Why are my results (alpha, p-values) from the regression equation eq_{%name}.ls(n) {%name} c msci_world different from the results i get by executing the regression in a system ("seemingly unreleated regression"). i...
- Thu Oct 08, 2009 6:20 am
- Forum: Programming
- Topic: Wald-Test /F-Test for a set of regressions
- Replies: 4
- Views: 14622
Wald-Test /F-Test for a set of regressions
Hi, i have the following problem....would be great if someone can help My plan is to test if my international benchmakr is efficient. So i take the constituents of my benchmark, in this case time series for 23 countries and run each country against my international benchmark (msci_world): equation e...
- Sun Oct 04, 2009 2:45 pm
- Forum: Programming
- Topic: Newey West HAC in command line
- Replies: 1
- Views: 4453
Newey West HAC in command line
I have a question regarding Newey West standard erros. I have a simple regression code to run ols for 23 country Index funds: for !i = 1 to country.@count %name = country.@seriesname(!i) equation eq_{%name}.ls {%name} c msci_world next Which code can i use that the Newey West standard errors are aut...
