Search found 2 matches
- Wed Jul 20, 2011 2:25 am
- Forum: Estimation
- Topic: endogeneity tests
- Replies: 3
- Views: 6057
Re: endogeneity tests
In connection with this topic, i would like to know how to interprete the results of the endogeneity test? I read the notes from the eviews help guide but i couldn't really understand. The test explains that if the selected exogenous variables are suspected to be endogenous it will be explained by t...
- Tue Jun 21, 2011 10:31 pm
- Forum: Estimation
- Topic: arch estimation with restrictions
- Replies: 0
- Views: 1586
arch estimation with restrictions
I'm using eviews 7. I'm trying to replicate Engle's model where he assign weights to the errors in the conditional variance equation. I have tried clicking the options in eviews but the only one that appears to allow me to do so is the IGARCH model (and that only works if I specify a GARCH model and...
