Hi,
I am in the process of writing a code to run repeated OLS estimations against dummy variables and test whether they are all equal. What i need is a wald test for the equality of the coefficients of the dummy variables. Based on its significance i perform a second set of estimations with or without the dummy variables. Does anyone know whether and how i can get the p-value of a wald type test in eviews to use it in my code. Thanks in advance.
p-value wald test
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EViews Gareth
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Re: p-value wald test
Thanks a lot for the very quick response, it was really helpful.
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