EwR (version 1.4)

ResTest: Restriction Tests

Description

This function computes LM, LR and Wald test statistics for redundant variable.

Usage

ResTest(y, x1, x2)

Arguments

y

series name,

x1

series name

x2

series name

References

Selahattin G<U+00FC>ri<U+015F>, Ebru <U+00C7>a<U+011F>layan Akay, Burak G<U+00FC>ri<U+015F>, R ile Temel Ekonometri, DER Yayinevi, 2020.

Examples

# NOT RUN {
IHR = REcoData$IHR
ITH = REcoData$ITH
DK =REcoData$DK
ResTest(IHR,ITH,DK)

# }