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 out to analyze the AMH by TVAR model given by Noda (2016).
For econometric discussions not necessarily related to EViews.
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