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by george_B
Sun Oct 26, 2008 3:34 am
Forum: Programming
Topic: Rolling Wald Test
Replies: 1
Views: 2111

Rolling Wald Test

Hello I am trying to do some rolling wald tests. I have the following program which allows me to retrieve the rolling coefficients but I do not know how to run and retrieve the rolling wald tests/statistics. Can you help? Thanks ' set window size !window = 100 ' get size of workfile !length = @obsra...

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