Rolling Regression & Andrews-Fair Wald Breakpoint Test

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wand
Posts: 4
Joined: Thu Feb 27, 2014 1:01 pm

Rolling Regression & Andrews-Fair Wald Breakpoint Test

Postby wand » Thu Feb 27, 2014 1:18 pm

Hi,

I am a new user to Eviews 8 Student Version.
I want to do rolling regressions, follow by Andrews-Fair Wald Breakpoint Test, on some inflation time series.
However, I tried but cannot find the right places to run the analyses in Eviews.
The Evews 8 Help says I can go View > Diagnostics and Tests, then select GMM Breakpoint test [which includes Andrews-Fair Wald test] but I cannot see Diagnostics and Tests under the View menu...
Can Eviews advise how I can do the 2 analyses I want?

Thank you.

Regards,

Wand

EViews Gareth
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Re: Rolling Regression & Andrews-Fair Wald Breakpoint Test

Postby EViews Gareth » Thu Feb 27, 2014 2:07 pm

You cannot do rolling regressions in the student version of EViews.

wand
Posts: 4
Joined: Thu Feb 27, 2014 1:01 pm

Re: Rolling Regression & Andrews-Fair Wald Breakpoint Test

Postby wand » Fri Feb 28, 2014 11:21 am

You cannot do rolling regressions in the student version of EViews.
Oh I see. How about the Andrews-Fair Wald Breakpoint Test, is it available in the Student Version?

Any alternative breakpoint test on time series that is provided in the Student Version?

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Rolling Regression & Andrews-Fair Wald Breakpoint Test

Postby EViews Gareth » Fri Feb 28, 2014 11:24 am

Yes, you can do the Andrews breakpoint test. After estimating a equation, it is available from the View menu.

wand
Posts: 4
Joined: Thu Feb 27, 2014 1:01 pm

Re: Rolling Regression & Andrews-Fair Wald Breakpoint Test

Postby wand » Fri Feb 28, 2014 12:56 pm

Yes, you can do the Andrews breakpoint test. After estimating a equation, it is available from the View menu.
Thank you.


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