Vuong test
Posted: Tue May 17, 2016 1:48 am
by abeifaa
hello,
how do i perform Vuong test in Eview.
thanks
Re: Vuong test
Posted: Tue May 17, 2016 2:07 am
by EViews Gareth
There is nothing built in to perform it, but I believe it is just likelihood ratio based, and most estimation procedures in EViews report the likelihood statistic, so you should be able to calculate it manually.