Wald F or chi square test for short run causality!
Posted: Wed Jul 06, 2011 12:44 am
What is the procedure to apply Wald F test in microfit 5 or eviews 5 to examine short run causality.? Wald test of restriction on coefficients gives chi square estimates rather than f statistics in microfit 5 .is this the appropriate test to examine short run causality?