weak exogeneity

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ari
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Joined: Tue Apr 03, 2012 12:39 am

weak exogeneity

Postby ari » Tue Apr 03, 2012 1:25 am

dear all,
I faced a difficulty to determine exogen and endogen variables. How to test weak exogeneity with Eviews.6 ?thanks before
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EViews Gareth
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Re: weak exogeneity

Postby EViews Gareth » Tue Apr 03, 2012 7:47 am

There is nothing built in to do this in EViews 6. EViews 7 does have an exogeneity test for non-panel IV estimation.
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ari
Posts: 2
Joined: Tue Apr 03, 2012 12:39 am

Re: weak exogeneity

Postby ari » Tue Apr 03, 2012 11:56 am

thanks for answering,
in a journal by Von Cramon-Taubadel (1997), he used Johansen Cointegration Test output to choose a variable (among 2) as the exogen variable. Can you explain about this?
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