stability test in SUR/3SLS

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wolly77
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Joined: Mon Oct 05, 2009 4:28 am

stability test in SUR/3SLS

Postby wolly77 » Sun Jun 24, 2012 3:41 pm

Hi guys,
I write you because I have a problem. I have estimated a Seemingly unrelated regression (SUR) with 3SLS. The results are good but I have to check the stability of this model. In Eviews there is not a possibility to run CUSUM and CUSUMSQ test or Quandt-Andrews break point test. Any suggestion to test the stability in other ways? Thank you.

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