Search found 3 matches
- Sun Jan 29, 2012 10:09 pm
- Forum: Econometric Discussions
- Topic: weak exogeneity and dummy
- Replies: 2
- Views: 2585
Re: weak exogeneity and dummy
Please anyone explain me weak exogeneity test?
- Sat Jan 28, 2012 8:18 am
- Forum: Econometric Discussions
- Topic: weak exogeneity and dummy
- Replies: 2
- Views: 2585
Re: weak exogeneity and dummy
More question
If we have dummy variable (1 after financial crisis, 0 otherwise), when we operate VECM we should put it as an exogenous or an endogenous variable?
Please help
If we have dummy variable (1 after financial crisis, 0 otherwise), when we operate VECM we should put it as an exogenous or an endogenous variable?
Please help
- Fri Jan 27, 2012 9:32 pm
- Forum: Econometric Discussions
- Topic: weak exogeneity and dummy
- Replies: 2
- Views: 2585
weak exogeneity and dummy
Can anyone tell me how and why we have to test weak exogeneity in VECM?
How we operate the test weak exogeneity in EViews?
Many thanks
How we operate the test weak exogeneity in EViews?
Many thanks