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- Thu Dec 10, 2009 4:06 am
- Forum: Estimation
- Topic: Vuong test using Eviews
- Replies: 1
- Views: 5567
Vuong test using Eviews
Hi guys, can somebody please help me on the following issue? I am trying to calculated the Vuong test statistic for comparing two non-nested models (simple linear models). Here is what I came up with: model (1) = eq_cfo1_ni_w model (2) = eq_cfo1_ci_w series xb21 = eq_cfo1_ni_w.c(1)+eq_cfo1_ni_w.c(2)...