How do you do an unrestricted regression and restricted?

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jisoo95
Posts: 8
Joined: Sat Mar 22, 2014 7:43 am

How do you do an unrestricted regression and restricted?

Postby jisoo95 » Thu Mar 27, 2014 7:37 am

I am being asked to provide EVIEWS output for the unrestricted model and the restricted model, how do I go about doing this?

Thanks.

nishantvats12
Posts: 34
Joined: Wed Mar 19, 2014 9:28 pm
Location: India

Re: How do you do an unrestricted regression and restricted?

Postby nishantvats12 » Fri Mar 28, 2014 12:29 am

Do you mean an unrestricted VAR model or a general model with some kind of restriction imposed on it?

jisoo95
Posts: 8
Joined: Sat Mar 22, 2014 7:43 am

Re: How do you do an unrestricted regression and restricted?

Postby jisoo95 » Fri Mar 28, 2014 7:47 am

Do you mean an unrestricted VAR model or a general model with some kind of restriction imposed on it?
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).
Does that sound right?

nishantvats12
Posts: 34
Joined: Wed Mar 19, 2014 9:28 pm
Location: India

Re: How do you do an unrestricted regression and restricted?

Postby nishantvats12 » Mon Mar 31, 2014 2:25 am

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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