varwle.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 17feb2005}{...}
{cmd:help varwle}{right:dialog:  {bf:{dialog varwle}}}
{hline}

{title:Title}

{p2colset 5 20 22 2}{...}
{p2col:{hi:[TS] varwle} {hline 2}}Obtain Wald lag-exclusion statistics after
var or svar{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 12 2}
{cmd:varwle}
[{cmd:,}
{opt est:imates(estname)}
{opt sep:arator(#)}]

{p 4 6 2}
{opt varwle} can be used only after {helpb var} or {helpb svar}.


{title:Description}

{pstd}
{opt varwle} reports Wald tests of the hypothesis that the endogenous
variables at the given lag are jointly zero for each equation and for all
equations jointly.


{title:Options}

{phang}
{opt estimates(estname)} requests that {opt varwle} use the previously
   obtained set of {helpb var} or {helpb svar} estimates saved as
   {it:estname}.  By default, {opt varwle} uses the active estimation results.
   See {helpb estimates} for information about saving and restoring estimation
   results.

{phang}
{opt separator(#)} specifies how often separator lines should be drawn between
   rows.  By default, separator lines do not appear.  For example,
   {cmd:separator(1)} would draw a line between each row, {cmd:separator(2)}
   between every other row, and so on.


{title:Examples}

{phang}{cmd:. varwle}{p_end}

{phang}{cmd:. varwle, estimates(var1)}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[TS] varwle}

{psee}
Online:  {helpb svar}, {helpb var}, {helpb varbasic}
{p_end}