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.
Restrictions on beta AND the Wald test
Moderators: EViews Gareth, EViews Moderator
Who is online
Users browsing this forum: No registered users and 2 guests
