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Table 7 Asymmetric test result

From: Asymmetric evidence of foreign direct investment response to stock returns in Nigeria

Wald test:

   

Equation: Untitled

   

Test Statistic

Value

Df

Probability

F-statistic

2.331482

(2, 378)

0.0985*

Chi-square

4.662964

2

0.0972*

Null Hypothesis: C(11) = C(12) = 0

   

Null Hypothesis Summary:

   

Normalized Restriction (= 0)

Value

Std. Err

 

C(11)

0.017168

0.008072

 

C(12)

0.016350

0.007981

 

Restrictions are linear in coefficients

   
  1. Source: Author’s computation from the underlying data using Eview 9
  2. *10% probability value