How do you do an unrestricted regression and restricted?
Posted: 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.
Thanks.
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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?