Time Varying Auto regressive Model by Ito (2014;2016) and Noda (2016)

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touhid247
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Time Varying Auto regressive Model by Ito (2014;2016) and Noda (2016)

Postby touhid247 » Sun Jul 23, 2017 1:49 am

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).

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