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by teylir
Wed Jun 02, 2010 7:35 pm
Forum: Estimation
Topic: Toda-Yamamoto Test SUR
Replies: 1
Views: 4279

Toda-Yamamoto Test SUR

I am using version Eviews version 6. I have 6 variablaes and I would like to make Toda-Yamamoto Test by using MWALD. I use system and estimate 4 lag SUR regression. I only come up with 10 coefficient estimation- 6 for constants and 4 for lags. In order to find causalities among those 6 variables, at...

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