Wald test for joint significance

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
ciuk25
Posts: 3
Joined: Thu Jun 25, 2009 5:53 am

Wald test for joint significance

Postby ciuk25 » Sat Dec 05, 2009 10:01 pm

did eviews 6 provide wald test for joint significance for instrumental variable? i know that its provide wald test for coefficient restriction...but still, i dont find any menus that help me to find wald test joint significance for my IV....i use GMM btw...

thanks for helping me

best wish
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Wald test for joint significance

Postby EViews Gareth » Sat Dec 05, 2009 11:35 pm

You might want to try EViews 7. It has greatly expanded IV features, including a number of instrument tests and diagnostics.
Top
ciuk25
Posts: 3
Joined: Thu Jun 25, 2009 5:53 am

Re: Wald test for joint significance

Postby ciuk25 » Sun Dec 06, 2009 1:35 am

so eviews 6 doesnt provide this test? my university use eviews 6 hiks :cry:
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests