p-value wald test

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lsym
Posts: 11
Joined: Thu Mar 04, 2010 3:11 am

p-value wald test

Postby lsym » Sun Apr 01, 2012 9:54 am

Hi,

I am in the process of writing a code to run repeated OLS estimations against dummy variables and test whether they are all equal. What i need is a wald test for the equality of the coefficients of the dummy variables. Based on its significance i perform a second set of estimations with or without the dummy variables. Does anyone know whether and how i can get the p-value of a wald type test in eviews to use it in my code. Thanks in advance.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

p-value wald test

Postby EViews Gareth » Sun Apr 01, 2012 10:28 am


lsym
Posts: 11
Joined: Thu Mar 04, 2010 3:11 am

Re: p-value wald test

Postby lsym » Sun Apr 01, 2012 10:56 am

Thanks a lot for the very quick response, it was really helpful.


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