testing strong exogeneity

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atarca
Posts: 25
Joined: Thu Dec 08, 2011 8:48 pm

testing strong exogeneity

Post by atarca »

Dear Tom,
Is there a way for imposing and testing a joint restriction on gamma and alpha coefficients in CATS?
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TomDoan
Posts: 7822
Joined: Wed Nov 01, 2006 4:36 pm

Re: testing strong exogeneity

Post by TomDoan »

Sorry, no.
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