Parameter Stability Test in DOLS Estimation

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aarontempleton
Posts: 2
Joined: Sun Jul 23, 2017 7:30 am

Parameter Stability Test in DOLS Estimation

Postby aarontempleton » Tue Jul 25, 2017 12:08 pm

Dear everyone,

Thanks for taking the time to read my post. I am currently conducting a DOLS estimation in EViews 9, and I am attempting to conduct a 'MeanF' parameter stability test to check the stability of my estimates over time. The EViews help guide, as well as several Youtube videos, suggest that I can conduct such tests by selecting 'View', followed by 'Stability diagnostics' on the estimation output window. However, for me, this option is not available. I only have the options to conduct Coefficient diagnostics, and Residual diagnostics. Please find attached an image of the options that I am presented with under 'View'.

https://pasteboard.co/GCBUGrV.png

Does anyone know why this option is not available? Is there some sort of alternative measure I can take to conduct the test?

Thanks in advance for any assistance.

aarontempleton
Posts: 2
Joined: Sun Jul 23, 2017 7:30 am

Re: Parameter Stability Test in DOLS Estimation

Postby aarontempleton » Wed Aug 02, 2017 6:20 am

Still haven't managed to find a solution to this problem, does anyone have any ideas?

EViews Matt
EViews Developer
Posts: 157
Joined: Thu Apr 25, 2013 7:48 pm

Re: Parameter Stability Test in DOLS Estimation

Postby EViews Matt » Wed Aug 02, 2017 9:13 am

The stability diagnostics are not available for all estimators, including the COINTREG family of estimators as you've discovered.


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