rescursive structural stability test

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happylady
Posts: 5
Joined: Thu Jul 23, 2009 2:10 pm

rescursive structural stability test

Postby happylady » Mon Aug 31, 2009 4:39 pm

Hi

I am modeling the VECM , follow by dynamic equation and pasemonious equation of money demand function.
Then, I would like to test for the strucutral stability of the pasemonious equation by using the residual stability test such as
Cumulative sum of recursive residuals (CUSUM) and Cumulative sum of squares of secursive residual (CUSUM of Squares).


Could you please tell me how to do such test in EViews?

Thank you very much

ldemello
Posts: 2
Joined: Wed Jan 28, 2009 12:42 am

Re: rescursive structural stability test

Postby ldemello » Wed Jan 27, 2010 9:01 pm

I am also interested in this. Any help from Eviews on this? Thanks a lot

Riaz
Posts: 33
Joined: Wed Jul 01, 2009 1:46 am
Location: Western Australia

Re: rescursive structural stability test

Postby Riaz » Thu Aug 12, 2010 1:28 am

Hi Did you guys manage to do this test, if so could you let me know? Thanks


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