Search found 2 matches

by lilc
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...
by lilc
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...

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