Variance ratio tests_question_MVR codes and rolling window?

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Sara Elsayed
Posts: 8
Joined: Thu Jul 24, 2014 12:03 pm

Variance ratio tests_question_MVR codes and rolling window?

Postby Sara Elsayed » Thu Jul 24, 2014 12:21 pm

Hi,
I have many questions:
1- why when I do variance ratio test using wildbootstrap, I got the same joint test value as asymptotic value ?! is kim (2006) doesn't apply to joint tests? and how can I apply it?

2- how I graph the joint test result not individual?

3- I want to to do multiple variance ratio test like joint sign test for Belaire-Franch and Contreras (2004) and kim and Shamsuddin (2008), it is not avaiable at eviews, how can I program it?

4- I want do a rolling window for MVR test, how can I program it?

Thanks

Sara Elsayed
Posts: 8
Joined: Thu Jul 24, 2014 12:03 pm

Re: Variance ratio tests_question_MVR codes and rolling wind

Postby Sara Elsayed » Tue Jul 29, 2014 4:30 am

can one help me in any of those questions?


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