stability test in SUR/3SLS
Posted: Sun Jun 24, 2012 3:41 pm
Hi guys,
I write you because I have a problem. I have estimated a Seemingly unrelated regression (SUR) with 3SLS. The results are good but I have to check the stability of this model. In Eviews there is not a possibility to run CUSUM and CUSUMSQ test or Quandt-Andrews break point test. Any suggestion to test the stability in other ways? Thank you.
I write you because I have a problem. I have estimated a Seemingly unrelated regression (SUR) with 3SLS. The results are good but I have to check the stability of this model. In Eviews there is not a possibility to run CUSUM and CUSUMSQ test or Quandt-Andrews break point test. Any suggestion to test the stability in other ways? Thank you.