wald coefficient restrictions

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agy038
Posts: 5
Joined: Wed Aug 27, 2014 12:56 am

wald coefficient restrictions

Postby agy038 » Wed Aug 27, 2014 2:16 am

hi there,

I am performing Toda-Yamamoto causality test in Eviews and what I need to do is to set coefficient restrictions to zero starting from C(1) to C(20). To perform this I need to type C(1)=C(2)=C(3)..=C(19)=C(20)=0 . Is there a easy way to set all the coefficient restrictions to zero rather than setting each of them to zero separately.

thank you all.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: wald coefficient restrictions

Postby EViews Gareth » Wed Aug 27, 2014 6:27 am

Unfortunately not.

agy038
Posts: 5
Joined: Wed Aug 27, 2014 12:56 am

Re: wald coefficient restrictions

Postby agy038 » Wed Aug 27, 2014 7:00 am

thanks anyway

fongpwt
Posts: 1
Joined: Tue Sep 02, 2014 11:45 pm

Re: wald coefficient restrictions

Postby fongpwt » Tue Sep 02, 2014 11:50 pm

What about the case: C(1)+c(2)+...+c(20)=0 ?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: wald coefficient restrictions

Postby EViews Gareth » Wed Sep 03, 2014 12:03 pm

Same.

CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

Re: wald coefficient restrictions

Postby CharlieEVIEWS » Sun Sep 07, 2014 9:57 am

For all members of the EViews community doing TY causality testing in EViews, I cannot recommend this blog post by Dave Giles highly enough:

http://davegiles.blogspot.co.uk/2011/04 ... ality.html


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