Restrictions on beta AND the Wald test

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andthesea
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Joined: Fri Aug 26, 2016 2:59 am

Restrictions on beta AND the Wald test

Postby andthesea » Fri Aug 26, 2016 3:06 am

Hi, I have a question about how one can get the Wald test result from imposing restrictions on beta in the VECM.

I have 4 endogenous variables in the VECM
and I imposed the proportionality restriction with the opposite sign
between the first and the second variables. And I need to interpret the Wald test results.
Would you anyone can tell me how to get the Wald test result from Eviews 8?
I will look forward to your comment and any comment will be highly appreciated!
Thanks.

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