I am being asked to provide EVIEWS output for the unrestricted model and the restricted model, how do I go about doing this?
Thanks.
How do you do an unrestricted regression and restricted?
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nishantvats12
- Posts: 34
- Joined: Wed Mar 19, 2014 9:28 pm
- Location: India
Re: How do you do an unrestricted regression and restricted?
Do you mean an unrestricted VAR model or a general model with some kind of restriction imposed on it?
Re: How do you do an unrestricted regression and restricted?
Well my tutor has told me the unrestricted regression has all variables in and the restricted model does not have the restricted variables in (zero coefficient restrictions).Do you mean an unrestricted VAR model or a general model with some kind of restriction imposed on it?
Does that sound right?
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nishantvats12
- Posts: 34
- Joined: Wed Mar 19, 2014 9:28 pm
- Location: India
Re: How do you do an unrestricted regression and restricted?
It can be easily done by going first for your restricted regression and then the unrestricted one followed by a restrictive f test.
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