Search found 5 matches

by KimFong
Mon Jun 07, 2010 8:44 am
Forum: Programming
Topic: Wald Test Inequality Restriction
Replies: 1
Views: 6352

Wald Test Inequality Restriction

Dear fellows,
I wish to restrict a coefficient greater than zero. c(1)>0
How should I specify in the "restrict coefficient" box?
Thank you.
by KimFong
Thu Jun 03, 2010 11:04 pm
Forum: Data Manipulation
Topic: How to obtain Residual Variance in a linear regression
Replies: 2
Views: 11300

Re: How to obtain Residual Variance in a linear regression

Thanks Startz, I'm very appreciate your answer. Now, I'm facing another test problem, which is Wald Test on the hypotheses. rp = γ0 + γ1 ∙ βp + γ2 ∙ βp2 + γ3 ∙ RVp + εp where, γ0 = 0, test the intercept of Security Market Line in CAPM, γ1 > 0 that is, there is a positive price of risk in the capital...
by KimFong
Wed Jun 02, 2010 8:48 am
Forum: Data Manipulation
Topic: How to obtain Residual Variance in a linear regression
Replies: 2
Views: 11300

How to obtain Residual Variance in a linear regression

Dear fellows, I am a self-learner in e-views, I am analysis the CAPM model. here is the model, rpt = αp + βp ∙ rmt + εpt, My question is how I can get the Residual Variance, σ2 (εpt) from E-views. I have done the linear analysis, and is it the value of Sum Squared Resid that appears in the E-views o...
by KimFong
Thu May 20, 2010 11:06 am
Forum: Estimation
Topic: likelihood ratio test and GARCH models
Replies: 5
Views: 14389

Re: likelihood ratio test and GARCH models

Thank You Doaa, I so stressful with my academic writing. Thanks God.
You helped me in time... :D
by KimFong
Wed May 19, 2010 6:56 am
Forum: Estimation
Topic: likelihood ratio test and GARCH models
Replies: 5
Views: 14389

Re: likelihood ratio test and GARCH models

how to different constrained and unconstrained eq,?
i try it, yet it needs to defined q first.
please show me, thanks.

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