weak exogeneity and dummy

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sawad
Posts: 3
Joined: Wed Jan 25, 2012 10:08 pm

weak exogeneity and dummy

Postby sawad » Fri Jan 27, 2012 9:32 pm

Can anyone tell me how and why we have to test weak exogeneity in VECM?
How we operate the test weak exogeneity in EViews?
Many thanks
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sawad
Posts: 3
Joined: Wed Jan 25, 2012 10:08 pm

Re: weak exogeneity and dummy

Postby sawad » Sat Jan 28, 2012 8:18 am

More question
If we have dummy variable (1 after financial crisis, 0 otherwise), when we operate VECM we should put it as an exogenous or an endogenous variable?
Please help
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sawad
Posts: 3
Joined: Wed Jan 25, 2012 10:08 pm

Re: weak exogeneity and dummy

Postby sawad » Sun Jan 29, 2012 10:09 pm

Please anyone explain me weak exogeneity test?
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