over identification

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Azza
Posts: 10
Joined: Wed Apr 18, 2018 11:41 pm

over identification

Postby Azza » Thu May 03, 2018 4:21 pm

Hi

can any one tell me what is the null hypothesis for LR test for over identification (SVAR results) :roll: ?

thank you
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EViews Matt
EViews Developer
Posts: 583
Joined: Thu Apr 25, 2013 7:48 pm

Re: over identification

Postby EViews Matt » Thu May 03, 2018 6:05 pm

As the SVAR documentation indicates, the null hypothesis is that the restrictions are valid.
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Azza
Posts: 10
Joined: Wed Apr 18, 2018 11:41 pm

Re: over identification

Postby Azza » Thu May 03, 2018 6:11 pm

thank you
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