Search found 5 matches
- Mon Oct 24, 2016 4:08 pm
- Forum: Estimation
- Topic: variance ratio test - lags
- Replies: 2
- Views: 4195
Re: variance ratio test - lags
Ah... point taken! Guilty of not engaging brain.
- Mon Oct 24, 2016 3:23 pm
- Forum: Estimation
- Topic: variance ratio test - lags
- Replies: 2
- Views: 4195
variance ratio test - lags
Hello all, I'd like to run a variance ratio test in the form I saw in a paper. Here is what they do: We follow Lo and MacKinlay (1988) and Campbell, Lo, and MacKinlay (1997) in the construction of variance ratio (VR) statistics and of the heteroscedasticity consistent significance tests. To improve ...
- Tue Oct 18, 2016 1:36 pm
- Forum: Estimation
- Topic: variance ratio test with missing data
- Replies: 2
- Views: 3644
Re: variance ratio test with missing data
Perfect. Thanks for the reassurance!
- Tue Oct 18, 2016 12:52 pm
- Forum: Estimation
- Topic: Syntax in Eviews
- Replies: 4
- Views: 7078
Re: Syntax in Eviews
Hi, I'm no expert, but here goes: Looks like you are trying to start programming in eviews. Go to "file", "new", "program file" You can put code in there and run it in eviews. For example the syntax "equation abc.ls y c x" would estimate an equation y=c+b(x)+u...
- Tue Oct 18, 2016 12:47 pm
- Forum: Estimation
- Topic: variance ratio test with missing data
- Replies: 2
- Views: 3644
variance ratio test with missing data
Dear Forum, First time poster - forgive any bad forum etiquette! OK here is my question: I would like to run a variance ratio test on a series that has missing data, e.g.: NA NA -0.007017572 -0.035846132 -0.022887673 NA -0.024927977 -0.026327206 NA ..etc Can this be done in eviews using the data ser...