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by Bertjan
Sun Jun 14, 2009 3:26 am
Forum: Estimation
Topic: Parameter consistancy?
Replies: 1
Views: 2968

Parameter consistancy?

In our assignment we are doing tests if the Fisher equation holds. However, our supervisor asked us to test for parameter consistency. However we have no clue how to do it. Our equation is = I = A + BetaP + e In which A is a parameter defined by eviews and the rest are timeseries we know. Now we hav...

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