Diebold Mariano are these models nested ?

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
hxh
Posts: 13
Joined: Fri Jun 17, 2011 12:02 am

Diebold Mariano are these models nested ?

Postby hxh » Mon Jun 27, 2011 5:34 pm

Hi all,

I wanted to perform an DM test but im sceptical if these models could be nested.

AR(2) model for the levels and AR(1) model for first differences. Eventuelly i have to test some restrictions?
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest