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single-equation test [1 record]

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Record 1 1986-10-27

English

Subject field(s)
  • Econometrics
CONT

Geweke and Feige (1979) estimated equation (4) for seven currencies. The null hypothesis was not rejected in single-equation tests for six out of the seven currencies, but was easily rejected on a joint test of all the equation together.

French

Domaine(s)
  • Économétrie
CONT

Geweke et Feige (1979) ont estimé l'équation (4) dans une étude sur sept monnaies. L'hypothèse «nulle» n'a pas été réfutée par les tests à une équation dans le cas de six des sept monnaies étudiées, mais elle a été facilement réfutée par un test sur l'ensemble des équations.

Spanish

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