Regressor Endogeneity Test with ARMA terms
Posted: Sun Sep 02, 2012 9:13 pm
Hi all
Can someone please explain why I am unable to run a Regressor Endogeneity Test if my model specification has ARMA terms?
I have read the IV Diagnostics and Tests component of eviews help but I do not believe it answers my query.
If this question has been answered elsewhere in these forums please direct me to it as I have searched but not found anything
Thanks,
Michael
Can someone please explain why I am unable to run a Regressor Endogeneity Test if my model specification has ARMA terms?
I have read the IV Diagnostics and Tests component of eviews help but I do not believe it answers my query.
If this question has been answered elsewhere in these forums please direct me to it as I have searched but not found anything
Thanks,
Michael