Dear Professors,
I have been thinking recently about the possibility of combining F-test or
Chi-square test statistics from two different regression models to see
their joint significance. Particularly, let's say I have two ARDL models
with bound test values of 5.67 and 6.23 with k1 and k2 degrees of freedom.
I would like to know if it is possible to have a test or a way to combine
these two statistics to conclude their joint significance.
Please, advise me.