Search found 3 matches
- Thu Nov 30, 2017 8:37 pm
- Forum: Econometric Discussions
- Topic: BDS Test Interpretation
- Replies: 0
- Views: 2844
BDS Test Interpretation
Dear Altruists, Good Morning. I am doing my master thesis and using BDS test as one my tests for non-linearity in the stock return series. However, I am confused with the BDS test results provided by Eviews. Because in many papers I saw that, the asymptotic normal distribution does not fit for GARCH...
- Sun Jul 23, 2017 3:09 am
- Forum: Estimation
- Topic: Time Varying AR Model
- Replies: 7
- Views: 7979
Re: Time Varying AR Model
Good afternoon to all. I am doing a research on Time Varying Autoregressive Model (TVAR) in consistent with Adaptive Market Hypothesis (AMH) by Andrew Lo (2004). To analyze AMH, TVAR model is useful. But I am new to Eviews and therefore I am unable to run the TVAR model in the Eviews. Please help me...
- Sun Jul 23, 2017 1:49 am
- Forum: Econometric Discussions
- Topic: Time Varying Auto regressive Model by Ito (2014;2016) and Noda (2016)
- Replies: 0
- Views: 2243
Time Varying Auto regressive Model by Ito (2014;2016) and Noda (2016)
Good Morning to all. I am doing a research on Time Varying Autoregressive Model (TVAR) in consistent with Adaptive Market Hypothesis (AMH) by Andrew Lo (2004). To analyze AMH, TVAR model is useful. But I am new to Eviews and therefore I am unable to run the TVAR model in the Eviews. Please help me o...