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wald coefficient restrictions

Posted: Wed Aug 27, 2014 2:16 am
by agy038
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.

Re: wald coefficient restrictions

Posted: Wed Aug 27, 2014 6:27 am
by EViews Gareth
Unfortunately not.

Re: wald coefficient restrictions

Posted: Wed Aug 27, 2014 7:00 am
by agy038
thanks anyway

Re: wald coefficient restrictions

Posted: Tue Sep 02, 2014 11:50 pm
by fongpwt
What about the case: C(1)+c(2)+...+c(20)=0 ?

Re: wald coefficient restrictions

Posted: Wed Sep 03, 2014 12:03 pm
by EViews Gareth
Same.

Re: wald coefficient restrictions

Posted: Sun Sep 07, 2014 9:57 am
by CharlieEVIEWS
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