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rescursive structural stability test

Posted: Mon Aug 31, 2009 4:39 pm
by happylady
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

Re: rescursive structural stability test

Posted: Wed Jan 27, 2010 9:01 pm
by ldemello
I am also interested in this. Any help from Eviews on this? Thanks a lot

Re: rescursive structural stability test

Posted: Thu Aug 12, 2010 1:28 am
by Riaz
Hi Did you guys manage to do this test, if so could you let me know? Thanks