Search found 2 matches
- Mon Mar 10, 2014 1:45 am
- Forum: Econometric Discussions
- Topic: Significance test
- Replies: 1
- Views: 2443
Significance test
Hi, I am encountered a problem regarding testing significance of estimated coefficients. I have estimated the following two equations independently using Eviews: Y1=a0 + a1*X1 + a2*Y2 + e Y2 = b0 + b1*X2 + b2*Z1 + I e and i are respective residuals. I hypothesize that Z1 affects Y2 and Y2 affects Y1...
- Wed Jan 02, 2013 10:06 pm
- Forum: Econometric Discussions
- Topic: Stationarity test in GMM
- Replies: 0
- Views: 1842
Stationarity test in GMM
greetings... I am estimating an equation with time series data that consists of 41 annual observations and applying GMM. The Model is: imports share = f(GDP, average tariff rates, Liberalization dummy, RER, TOT etc) Some of the variavles are nonstationary. Should i make them stationary before applyi...
