Rolling Vector Auto Regression

For making suggestions and/or requests for new features you'd like added to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
khnaqvi
Posts: 9
Joined: Thu Oct 30, 2008 12:32 am
Location: Manila Philippines
Contact:
Contact khnaqvi

Rolling Vector Auto Regression

Postby khnaqvi » Fri Nov 21, 2008 3:31 am

In time series econometrics it seems necessary to have an idea of changing elasticities over a period of time. In this context, rolling VECM is really very helpful. It would be of great help if an icon is added that computed rolling regression along with rolling VECM automatically.
Top
Post Reply

Return to “Suggestions and Requests”

Who is online

Users browsing this forum: No registered users and 2 guests