Search found 2 matches
- Tue Aug 16, 2011 12:33 pm
- Forum: Econometric Discussions
- Topic: how to calculate ECM for WALD test
- Replies: 0
- Views: 2619
how to calculate ECM for WALD test
What is the procedure to apply Wald F test in microfit 5 or eviews 5 to examine short run causality.? Wald test of restriction on coefficients gives chi square estimates rather than f statistics in microfit 5 .is this the appropriate test to examine short run causality?
- Wed Jul 06, 2011 12:44 am
- Forum: Econometric Discussions
- Topic: Wald F or chi square test for short run causality!
- Replies: 0
- Views: 3338
Wald F or chi square test for short run causality!
What is the procedure to apply Wald F test in microfit 5 or eviews 5 to examine short run causality.? Wald test of restriction on coefficients gives chi square estimates rather than f statistics in microfit 5 .is this the appropriate test to examine short run causality?