ResTest {EwR}R Documentation

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 Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.

Examples

IHR = REcoData$IHR
ITH = REcoData$ITH
DK =REcoData$DK
ResTest(IHR,ITH,DK)


[Package EwR version 1.4 Index]