EViews.com

Hi !

I have estimated a VEC-model, and now I would like to do a test for parameter stability (like forward and backward recursive tests of constancy (described in Juselius 2006) or CUSUM test). Under Eviews help topics I can only find tests for misspecification. Is there anyone who can help me

Thanks anyway

Niels Mellemgaard
student in economics
Denmark

In the VAR estimation windows click on (Views> Lag Structure> AR Roots Table) to test for stability and can also use (AR Roots Graph) for the same purpose.

Thanks for your advice.

Niels