Coefficient Stability

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AntonioAcha
Posts: 21
Joined: Wed Jan 07, 2015 8:49 am

Coefficient Stability

Postby AntonioAcha » Thu May 12, 2016 1:12 pm

Hello, I did not find this in any topic, so I need to check several models regarding the "coefficient stability" of the coefficients through time. Any eviews functionality or theoric approach that can help me achieve this? Any help is appreciated.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Coefficient Stability

Postby EViews Gareth » Thu May 12, 2016 1:16 pm

Define coefficient stability.
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: Coefficient Stability

Postby dakila » Thu May 12, 2016 5:49 pm

Do you mean recursive estimation of coefficient (rolling regression)? If so, there is the rolling regression add-in.
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