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
Variance ratio tests_question_MVR codes and rolling window?
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Sara Elsayed
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- Joined: Thu Jul 24, 2014 12:03 pm
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Sara Elsayed
- Posts: 8
- Joined: Thu Jul 24, 2014 12:03 pm
Re: Variance ratio tests_question_MVR codes and rolling wind
can one help me in any of those questions?
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