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
rescursive structural stability test
Moderators: EViews Gareth, EViews Moderator
Re: rescursive structural stability test
I am also interested in this. Any help from Eviews on this? Thanks a lot
Re: rescursive structural stability test
Hi Did you guys manage to do this test, if so could you let me know? Thanks
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 1 guest
