EViews.com

Not sure the context in which you are asking this question... The KW statistic can be performed an any series in EViews using the median by-test option, or (I believe) the group testing option. But I'm not certain what you mean by the Wald Chi-Square... ok. I am confused with my question as well. a...

Hello,

I would like to ask how can i compute the non-parametric KW test in Eviews?

I am wondering whether the 'Chi-squared statistic' in Wald Test (statistic results below F-statistic) representing the KW test?

Cheers

Your question doesn't make sense. The estimated value of beta1 is a single number that appears on the screen. This is one draw from a random distribution. The variance of that distribution is estimated by the square of the standard error which appears on the screen. The distribution doesn't have a ...

oh yea.

i would like to see is it possible to find the max/min/variance of beta1?

Hi,

Here is my regression: y = C + beta1*X

I would like to ask is it possibe to find the Max/Min/Variance value of the independent variables. (Beta1) after being regressed.

Thanks

Yes, but leave off the last zero.

really?
because i tried c(1)=c(2)=c(3)=c(4)=c(5)=c(6)=c(7)=c(8)=c(9)=c(10)=c(11)=c(12) before, and i think it means testing the restriction on c(1) - c(12) =0, c(2) - c(12) =0 ...etc.

sorry mate i am confused.

The F-statistic tests whether the coefficients equal zero, not whether they are all equal.

You can probably use the Wald test to do what you want.

so you mean i should use test c(1)=c(2)=c(3)=c(4)=c(5)=c(6)=c(7)=c(8)=c(9)=c(10)=c(11)=c(12)=0 in the Wald test???

Hello, i would like to ask is there any way to produce the f-statistics if i used all dummies in the estimated equation (GJR_GARCH_1,1). Btw, i am testing the seasonality of a stock index. Here is the equation: mean equation: return jan feb mar apr may jun jul aug sep oct nov dec , where (jan feb ma...