how to calculate ECM for WALD test

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xenab
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Joined: Sun May 22, 2011 2:21 am

how to calculate ECM for WALD test

Postby xenab » Tue Aug 16, 2011 12:33 pm

What is the procedure to apply Wald F test in microfit 5 or eviews 5 to examine short run causality.? Wald test of restriction on coefficients gives chi square estimates rather than f statistics in microfit 5 .is this the appropriate test to examine short run causality?

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