use Monte Carlo method to find the critical values

[yuwenche]

I intend to use Monte Carlo method to find the critical values from an asymptotic distribution. In the following program I restrict certain coefficients and perform the wald test to find F-statistic. However, I have a problem to save the correct F-statistic for 10,000 replications. Can anyone enlighten me where I am wrong?

equation eq1.ls sz c t D1 D2 D3 z1(-1) z2(-1) z3(-1) z3(-2)
eq1.wald c(8)=0,c(9)=0
series fs(!repc)= eq1.@f 'save F-statistic as a series containing 10,000 values

[yuwenche]

I have solved this problem by the following link.http://forums.eviews.com/viewtopic.php? ... t&sd=a#p18

I intend to use Monte Carlo method to find the critical values from an asymptotic distribution. In the following program I restrict certain coefficients and perform the wald test to find F-statistic. However, I have a problem to save the correct F-statistic for 10,000 replications. Can anyone enlighten me where I am wrong?

equation eq1.ls sz c t D1 D2 D3 z1(-1) z2(-1) z3(-1) z3(-2)
eq1.wald c(8)=0,c(9)=0
series fs(!repc)= eq1.@f 'save F-statistic as a series containing 10,000 values