Search found 3 matches
- Wed Jul 29, 2009 3:28 pm
- Forum: Econometric Discussions
- Topic: Instrumental Variables
- Replies: 3
- Views: 7025
Instrumental Variables
Anybody has any idea about them? Can I refer to any notes or online material regarding these as I am still a newbie at this
- Sun Mar 08, 2009 8:54 am
- Forum: Econometric Discussions
- Topic: Testing the assumption of constant correlations
- Replies: 2
- Views: 4316
Re: Testing the assumption of constant correlations
Is there no one here who can help me? :(
- Sat Mar 07, 2009 9:32 am
- Forum: Econometric Discussions
- Topic: Testing the assumption of constant correlations
- Replies: 2
- Views: 4316
Testing the assumption of constant correlations
Hey guys , Can anyone tell me how we can test the assumption of constant correlations. I have estimated the constant conditional correlation model for a stock and a index.I also need to Construct and backtest the one-day 1% Value at Risk of a portfolio which invests 50% in the stock and 50% in the i...