Recursive / rolling elasticities and standard errors
Posted: Tue Feb 10, 2009 12:01 am
I have estiamted an ARDL model in Eviews. From this we can easily derive the long run elasticites as well. However, what I am interested in to have series of elasticiteis over a period of the sample size as well as their respective standard errors. It would be highly appreciated should anyone suggest a way out to find these rolling elasticites as well as their standard errors.
Regards,
Regards,