how to get the supF test,meanF test and Lc test
Posted: Sun Dec 12, 2010 7:25 am
Dear sir/madam,
Thank you for your attention. I'm writting a paper now (the paper's data is time series), in which the modle should be estimated by the method of FM-OLS, I have got the parameter estimates with FM-OLS in Eviews 7 ,but I don't know how to use Eviews to test for parameter stability (the statistics are supF test,meanF test and Lc test ) in cointegrated relationships based on the residuals of a FM-OLS regression. Thank you very much.
Thank you for your attention. I'm writting a paper now (the paper's data is time series), in which the modle should be estimated by the method of FM-OLS, I have got the parameter estimates with FM-OLS in Eviews 7 ,but I don't know how to use Eviews to test for parameter stability (the statistics are supF test,meanF test and Lc test ) in cointegrated relationships based on the residuals of a FM-OLS regression. Thank you very much.