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weak exogeneity and dummy
Posted: Fri Jan 27, 2012 9:32 pm
by sawad
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
Re: weak exogeneity and dummy
Posted: Sat Jan 28, 2012 8:18 am
by sawad
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
Re: weak exogeneity and dummy
Posted: Sun Jan 29, 2012 10:09 pm
by sawad
Please anyone explain me weak exogeneity test?