Search found 2 matches
- Thu Mar 31, 2011 7:43 pm
- Forum: Estimation
- Topic: Testing this hypothesis
- Replies: 0
- Views: 1445
Testing this hypothesis
hey all, i am given this hypothesis to test using eviews. it goes like: "test the effect of inflation on stock returns depends on if the inflation is either going up or down". Now i was wondering which models should i use? MTAR, TAR or Consistent MTAR? And how would i go in tackling the qu...
- Mon Mar 28, 2011 8:32 am
- Forum: Estimation
- Topic: Restricting the ccoefficients to 0
- Replies: 0
- Views: 1646
Restricting the ccoefficients to 0
Hi all, Newbie Eviews user here. anyways i have an assignment at the moment. consider this simple model for example: delta u_t = u_t-1*I*p_1 + (1 - i)*p_2*u_t-1 where p_1 and p_2 are coefficients Now i am meant to test the null hypothesis as: p_1 = p_2 = 0 and the alternative hypothesis is: p_1 < 0 ...
