On Tue, 31 Jan 2006, john w wrote: > Regarding 1. > I tried to estimate VAR with endogenous, deterministics and exogenous > variables. After taht I decided to re-estimate the model again. I again > clicked on VAR module. Now I remooved exogenous variables form the exogenous > list and clicked Ok. The model was estimated ok. Now I decided to again > re-estimate my model. I clicked again on VAR module. Exogenous variables were > present and they shouldn't be because I remooved them in the second > re-estimation.
OK, that's not what I saw on a quick test. I'll try some more checking. > Regarding 2. > Yes, you are wright. Maybe the solution is to put "Lags" in OLS module after > Add option and to put it down in 2SLS next to Robust std errors box for > example. OK, that makes sense. > Regarding F test on zero restrictions. Hmm..it will be great to > have F test of zero restrictions for deterministics (const, trend > and seasonals) and for exogenous variables. This will be "Bulls > eye"! I think it would be best to implement this via the "omit" command that's currently available for single-equation models -- that is, extend it to cover VARs. In the GUI program this command would be accessed via a menu item, "omit variables", under the Tests menu in the VAR window (it's there at present for single equation models). In the VAR case the variables displayed as candidates for omission would be the deterministic/exogenous terms. Then the user can choose which subset to test. Allin.
