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Coefficient Stability

Posted: Thu May 12, 2016 1:12 pm
by AntonioAcha
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.

Re: Coefficient Stability

Posted: Thu May 12, 2016 1:16 pm
by EViews Gareth
Define coefficient stability.

Re: Coefficient Stability

Posted: Thu May 12, 2016 5:49 pm
by dakila
Do you mean recursive estimation of coefficient (rolling regression)? If so, there is the rolling regression add-in.