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- Sat Apr 22, 2017 1:47 am
- Forum: Estimation
- Topic: Computing a Wald Test in a VAR
- Replies: 22
- Views: 53455
Re: Computing a Wald Test in a VAR
stationarity tests.wf1 I am using eviews 8. I have estimated a var. Then have converted VAR into a system which is as follows: P11 = C(1)*P11(-1) + C(2)*P11(-2) + C(3)*P14(-1) + C(4)*P14(-2) + C(5) P14 = C(6)*P11(-1) + C(7)*P11(-2) + C(8)*P14(-1) + C(9)*P14(-2) + C(10) I want to perform one wald te...