Ramsay Specification Test for VECM

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berten
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Joined: Wed Sep 09, 2009 11:23 am

Ramsay Specification Test for VECM

Postby berten » Wed Aug 24, 2011 1:41 pm

Is it possible to perform the Ramsey specification test for a VECM? It does not show up on the View menu, but I have seen some papers that have done the test for VECM, so I was wondering if there is a way to do it with EViews. Thanks for your answers.
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EViews Gareth
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Re: Ramsay Specification Test for VECM

Postby EViews Gareth » Wed Aug 24, 2011 1:42 pm

There is nothing built in to do it, no.
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