Search found 4 matches

by guptashruti
Mon Jun 15, 2009 3:04 am
Forum: Estimation
Topic: estimating sur and modified wald statistic
Replies: 5
Views: 7469

Re: estimating sur and modified wald statistic

I AM GETTING THE SAME COEFFICIENT ESTIMATES VIA BOTH ....

THANKS :)
by guptashruti
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?)
by guptashruti
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 !
by guptashruti
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...

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