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- Mon Feb 14, 2011 9:26 am
- Forum: Programming
- Topic: storing output from wald test
- Replies: 1
- Views: 2955
storing output from wald test
Hi - I am doing some rolling (NOT recursive) regressions, using a loop procedure. I am storing the parameter estimates in a matrix. So far so good. But I also want to run a wald test on some of the parameters. Easy enough to do the wald test but how do I store the output? What I want to have is a ma...