Wow, thanks for the quick answer! Highly appreciated!
Another short one: is there any way to abbreviate c(1)=c(2)=....=c(10000)=0, like in the lag notation where we would write varname(-1 to -1000)? Something like c(1 to 12)=0 or so?
Kisses
Anna!
Search found 3 matches
- Fri Oct 16, 2009 4:54 pm
- Forum: Estimation
- Topic: Computing a Wald Test in a VAR
- Replies: 22
- Views: 53426
- Fri Oct 16, 2009 3:53 pm
- Forum: Econometric Discussions
- Topic: Granger Causality problems
- Replies: 2
- Views: 8186
Re: Granger Causality problems
Hello! I acutally posted a related question somewhere else because I didn't see that this kind of stuff is discussed here. If anybody wants to answer my question, feel free here: http://forums.eviews.com/viewtopic.php?f=4&t=1464 However, bobby, you can estimate the VAR in levels as well, as long...
- Fri Oct 16, 2009 3:45 pm
- Forum: Estimation
- Topic: Computing a Wald Test in a VAR
- Replies: 22
- Views: 53426
Computing a Wald Test in a VAR
Dear E-Viewer, I want to do a Granger Non-Causality test in EViews within a VAR --- but --- I want to exclude the last lag in doing so. That means I just want to test whether the coefficients a_1, ... a_(p-1) are significantly different from zero. I do not want to include a_p in this test. Any sugge...