search for: ca5mkrbf3fyc

...on 8.1.3 it uses alrtest() for the weak exogeneity test. But that is for the vector ECM, where y is of five components, where in my example, y is a scalar, only one component. What would be the best way for me to test the weak exogeneity for the above approach ECM? http://books.google.com/books?id=ca5MkRbF3fYC Thanks very much! Cheers, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}