I need to make weak exogeneity test (by LR ratio) before the impulse response and variance decompositons analysis in VEC but i do not know how to do it.
How can i make a weak exogeneity test in eviews7 by compairing LR ratios of variables (likelihood ratio) ?
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- Mon Sep 12, 2011 7:41 pm
- Forum: Estimation
- Topic: How to make weak exogeneity test in eviews7 ?
- Replies: 0
- Views: 1938