Page 1 of 1

testing strong exogeneity

Unread postPosted: Sat Sep 11, 2021 2:49 pm
by atarca
Dear Tom,
Is there a way for imposing and testing a joint restriction on gamma and alpha coefficients in CATS?

Re: testing strong exogeneity

Unread postPosted: Wed Sep 15, 2021 6:45 pm
by TomDoan
Sorry, no.