Search found 2 matches
- Tue Aug 17, 2010 2:23 pm
- Forum: Estimation
- Topic: Likelihood Ratio Test / 3SLS System
- Replies: 6
- Views: 6619
Re: Likelihood Ratio Test / 3SLS System
Thank you both for your immediate response. Since I have successfully estimated both models I think I could run a Wald test. Using Excel I could calculate the right hand side of the restriction and then impose the restriction on the coefficients of the unrestricted model. The restriction in EViews, ...
- Tue Aug 17, 2010 11:59 am
- Forum: Estimation
- Topic: Likelihood Ratio Test / 3SLS System
- Replies: 6
- Views: 6619
Likelihood Ratio Test / 3SLS System
Hello All I want to test a restriction with the likelihood ratio test. The two models are: The Restricted (REST) R1 = C(11) *( C(1) +XCR) + C(12) *( C(2) +XDCR) + C(13) *( C(3) +XDTR) + C(14) *( C(4) +XEI) ..... R2 = C(21) *( C(1) +XCR) + C(22) *( C(2) +XDCR) + C(23) *( C(3) +XDTR) + C(24 )*( C(4) +...
