thanks for answering,
in a journal by Von Cramon-Taubadel (1997), he used Johansen Cointegration Test output to choose a variable (among 2) as the exogen variable. Can you explain about this?
Search found 2 matches
- Tue Apr 03, 2012 11:56 am
- Forum: Estimation
- Topic: weak exogeneity
- Replies: 2
- Views: 3711
- Tue Apr 03, 2012 1:25 am
- Forum: Estimation
- Topic: weak exogeneity
- Replies: 2
- Views: 3711
weak exogeneity
dear all,
I faced a difficulty to determine exogen and endogen variables. How to test weak exogeneity with Eviews.6 ?thanks before
I faced a difficulty to determine exogen and endogen variables. How to test weak exogeneity with Eviews.6 ?thanks before