how to gain long run variance?

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tony
Posts: 59
Joined: Wed Jan 07, 2009 7:59 am

how to gain long run variance?

Postby tony » Tue Dec 20, 2011 9:06 pm

Hi all
I want to know how to calculate the Bartlett kernel-based long run variance estimator in EViews.
Thank you.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: how to gain long run variance?

Postby EViews Gareth » Wed Dec 21, 2011 10:17 am

If you're using EViews 7, then you can use the group.lrcov view (or series.lrvar). The details are listed in the group/series section of the Object Reference.
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maryambutt
Posts: 1
Joined: Mon Jul 22, 2013 5:33 am

Re: how to gain long run variance?

Postby maryambutt » Mon Jul 22, 2013 5:46 am

i have eview 5, any body tell me how to estimate the long run variance here.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: how to gain long run variance?

Postby EViews Gareth » Mon Jul 22, 2013 8:05 am

You cannot in EViews 5.
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