I AM GETTING THE SAME COEFFICIENT ESTIMATES VIA BOTH ....
THANKS :)
Search found 4 matches
- Mon Jun 15, 2009 3:04 am
- Forum: Estimation
- Topic: estimating sur and modified wald statistic
- Replies: 5
- Views: 7469
- Mon Jun 15, 2009 2:55 am
- Forum: Estimation
- Topic: estimating sur and modified wald statistic
- Replies: 5
- Views: 7469
Re: estimating sur and modified wald statistic
ONE MORE QUICK QUESTION....
what is the default method of estimation when one just estimates VAR?.. ( is it ols?)
what is the default method of estimation when one just estimates VAR?.. ( is it ols?)
- Mon Jun 15, 2009 2:44 am
- Forum: Estimation
- Topic: estimating sur and modified wald statistic
- Replies: 5
- Views: 7469
Re: estimating sur and modified wald statistic
hey
thanks much:)
this works ...
thanks a lot !
thanks much:)
this works ...
thanks a lot !
- Sun Jun 14, 2009 6:29 pm
- Forum: Estimation
- Topic: estimating sur and modified wald statistic
- Replies: 5
- Views: 7469
estimating sur and modified wald statistic
hi, my query is with respect to a time series data, i have three variables and using the information criterions the optimal lag length came out to be 4. the issue is that i have to employ the toda yamamoto test(1995)( based on a var analysis) which estimates the model with the optimal number of lags...
