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Toda-Yamamoto Test SUR

Posted: Wed Jun 02, 2010 7:35 pm
by teylir
I am using version Eviews version 6. I have 6 variablaes and I would like to make Toda-Yamamoto Test by using MWALD.

I use system and estimate 4 lag SUR regression. I only come up with 10 coefficient estimation- 6 for constants and 4 for lags. In order to find causalities among those 6 variables, at least 20 more coefficient for the other 5 variables and I need 5 more equation.

Would you please explain how to run SUR in order to estimate Toda-Yamamoto Causalities.

Re: Toda-Yamamoto Test SUR

Posted: Sun Oct 02, 2011 3:33 pm
by bukhari.aatif
Dear Teylir,
You must be done with your model by now.
I'm using exactly the same model, with 8 variables.
Can you please elaborate the estimation of this model through eviews?
It'll be a great help, as I'm badly stuck in my research.