Where, 0 is a constant, ln p Y = per capita real income computed as lnGDPR-lnpop; ln p K = per
capita physical capital stock, computed as lnKS-lnpop. ‘ln’ denotes natural logs. Report the result of
model (1). Also compute and report the following diagnostics of the estimated model: (i) DW test,
(ii) the second order Breusch-Godfrey LM tests of residual serial correlation, (iii) the fourth order
Box-Pierce statistics, (iv) Breush-Pagan test of hetroscedasticity, (v) RESET test of functional form,
and (vi) Chow test of structural break treating 2001 as the break date. For each of the diagnostics,
clearly illustrate the null and alternative hypotheses and draw inferences using the empirical test
statistics you have computed. Marks (12).
以上黄色高亮的问题,the second / the foutth order的test要怎么做? 能麻烦大概说下方法么 谢啦
都是ewiews里面直接找
the second order Breusch-Godfrey LM tests:回归结果界面-vew-residual tests-series correlation LM tests 选择滞后阶数2就好了
the fourth order Box-Pierce statistics: 回归结果界面-view-residual tests-correlogram Q statistics 选择滞后阶数4.