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.
Parameter Stability Test in DOLS Estimation
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Re: Parameter Stability Test in DOLS Estimation
Still haven't managed to find a solution to this problem, does anyone have any ideas?
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Re: Parameter Stability Test in DOLS Estimation
The stability diagnostics are not available for all estimators, including the COINTREG family of estimators as you've discovered.
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