How to make weak exogeneity test in eviews7 ?

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mblgmn
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Joined: Mon Sep 12, 2011 7:35 pm

How to make weak exogeneity test in eviews7 ?

Postby mblgmn » Mon Sep 12, 2011 7:41 pm

I need to make weak exogeneity test (by LR ratio) before the impulse response and variance decompositons analysis in VEC but i do not know how to do it.

How can i make a weak exogeneity test in eviews7 by compairing LR ratios of variables (likelihood ratio) ?

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