rescursive structural stability test
Posted: 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
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