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by Loukas
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, ...
by Loukas
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) +...

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