Rho values for Chow-Lin interpolation method

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Rho values for Chow-Lin interpolation method

Postby sunlee1340 » Mon Nov 21, 2022 9:07 am


I am trying to use the built-in Chow-Lin interpolation function. I would greatly appreciate if anyone could advise on the following question:

What happens when I don't enter the value of rho into the function? My guess is that Eviews uses MLE to estimate the value of rho, but could not find the information in the manual. If there IS a value of rho entered, does Eviews take the value as fixed, or is it used as an initial point for the estimation?

Thank you very much!

EViews Rebecca
EViews Developer
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Re: Rho values for Chow-Lin interpolation method

Postby EViews Rebecca » Tue Nov 22, 2022 5:54 pm

MLE is used if no rho is provided. While this is mentioned in the docs, I'll add a clarifying statement.

Any value of rho provided is treated as fixed.

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