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weak exogeneity
Posted: Tue Apr 03, 2012 1:25 am
by ari
dear all,
I faced a difficulty to determine exogen and endogen variables. How to test weak exogeneity with Eviews.6 ?thanks before
Re: weak exogeneity
Posted: Tue Apr 03, 2012 7:47 am
by EViews Gareth
There is nothing built in to do this in EViews 6. EViews 7 does have an exogeneity test for non-panel IV estimation.
Re: weak exogeneity
Posted: Tue Apr 03, 2012 11:56 am
by ari
thanks for answering,
in a journal by Von Cramon-Taubadel (1997), he used Johansen Cointegration Test output to choose a variable (among 2) as the exogen variable. Can you explain about this?