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
Test for parameter stability in a VEC-model
Moderators: EViews Gareth, EViews Moderator
Re: Test for parameter stability in a VEC-model
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.
Re: Test for parameter stability in a VEC-model
Thanks for your advice.
Niels
Niels
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