Recursive / rolling elasticities and standard errors

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

khnaqvi
Posts: 9
Joined: Thu Oct 30, 2008 12:32 am
Location: Manila Philippines
Contact:

Recursive / rolling elasticities and standard errors

Postby khnaqvi » Tue Feb 10, 2009 12:01 am

I have estiamted an ARDL model in Eviews. From this we can easily derive the long run elasticites as well. However, what I am interested in to have series of elasticiteis over a period of the sample size as well as their respective standard errors. It would be highly appreciated should anyone suggest a way out to find these rolling elasticites as well as their standard errors.

Regards,

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests