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- Fri Aug 26, 2016 3:06 am
- Forum: Estimation
- Topic: Restrictions on beta AND the Wald test
- Replies: 0
- Views: 2991
Restrictions on beta AND the Wald test
Hi, I have a question about how one can get the Wald test result from imposing restrictions on beta in the VECM. I have 4 endogenous variables in the VECM and I imposed the proportionality restriction with the opposite sign between the first and the second variables. And I need to interpret the Wald...