by the way, since the two models are nested,
do I need the Davidson-MacKinnon test or something else?
Search found 2 matches
- Tue Jan 04, 2011 5:26 am
- Forum: Econometric Discussions
- Topic: J-Test Davidson-MacKinnon
- Replies: 1
- Views: 5588
- Tue Jan 04, 2011 5:15 am
- Forum: Econometric Discussions
- Topic: J-Test Davidson-MacKinnon
- Replies: 1
- Views: 5588
J-Test Davidson-MacKinnon
Hi all, I would need your help with the following. I have two models 1) Rf = a + b1*P 2) Rf = a + b1*P + b2*R + b3*I + b4*S + b5*V + b6*C + b7*A + b8*E + b9*G I have check done all diagnostics for autocorrelation, heteroscedasticity, etc and they both seem fine. The problem is that variable P appear...