On Thu, 16 Mar 2017, alfonso.carf...@uniparthenope.it wrote:
Hi all,
I want to ask you which is the difference between the specifyng and not
specifyng the covariance matrix of the estimated coefficients when
performing the coeftest command.
coeftest(object, ...) computes Wald statistics f
Hi all,
I want to ask you which is the difference between the specifyng and
not specifyng the covariance matrix of the estimated coefficients when
performing the coeftest command.
I'm estimating a VECM model and I want to test the significance of the
short-run casual effects of the expla
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