Toda-Yamamoto Test SUR
Posted: Wed Jun 02, 2010 7:35 pm
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.
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.