Hi,
I want to know that is EVIEWS 7 able to do the Quandt- Andrews test for parameter stability in an systems of equations with GMM estimation method. Because, I want see the stability of my model which I am not able to do in EVIEWS 6.
Please help!
Quandt-Andrews breakpoint test
Moderators: EViews Gareth, EViews Moderator
Re: Quandt-Andrews Breakpoint test
Please also share that how to post a question in the forum snice i think the place I posted isn't the right onw :DHi,
I want to know that is EVIEWS 7 able to do the Quandt- Andrews test for parameter stability in an systems of equations with GMM estimation method. Because, I want see the stability of my model which I am not able to do in EVIEWS 6.
Please help!
-
EViews Gareth
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Re: Quandt-Andrews breakpoint test
EViews 7 does not have a breakpoint test for system GMM. There is one for single equation GMM however.
I moved your post to the appropriate place. To make new posts, simply hit the pink New Topic button on the top left of the page when you're in the forum you want to post in.
I moved your post to the appropriate place. To make new posts, simply hit the pink New Topic button on the top left of the page when you're in the forum you want to post in.
Re: Quandt-Andrews breakpoint test
Thanks Gareth!
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