Error distributed GED

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Error distributed GED

Postby Sissy » Sat May 05, 2012 11:31 am

Hello,

I don't know how to interpret the following results to know whether the error terms are GED distributed:

Variable Coefficient Std. Error z-Statistic Prob.

GED PARAMETER 0.181537 0.017804 10.19647 0.0000

Does it mean that error terms are GED distributed (clearly the null hypothesis is rejected but I do not know the definition of this null hypothesis ?

Could anyone help me for this problem, please ?

Thanks in advance.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Error distributed GED

Postby EViews Glenn » Tue May 08, 2012 10:32 am

It's a simple t-test on the value of the GED parameter, null =0.

Sissy
Posts: 30
Joined: Thu Apr 19, 2012 1:59 am

Re: Error distributed GED

Postby Sissy » Tue May 08, 2012 10:37 am

Ok thanks a lot.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests