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how to gain long run variance?
Posted: Tue Dec 20, 2011 9:06 pm
by tony
Hi all
I want to know how to calculate the Bartlett kernel-based long run variance estimator in EViews.
Thank you.
Re: how to gain long run variance?
Posted: Wed Dec 21, 2011 10:17 am
by EViews Gareth
If you're using EViews 7, then you can use the group.lrcov view (or series.lrvar). The details are listed in the group/series section of the Object Reference.
Re: how to gain long run variance?
Posted: Mon Jul 22, 2013 5:46 am
by maryambutt
i have eview 5, any body tell me how to estimate the long run variance here.
Re: how to gain long run variance?
Posted: Mon Jul 22, 2013 8:05 am
by EViews Gareth
You cannot in EViews 5.