Recursive OLS
Posted: Sun Sep 02, 2012 4:43 pm
Dear Sir
I am unisg OLS methodology, The information I need is: After estimation we go to, view, stability test, recursive estimation (only OLS), recursive coefficeints.
My question is: what is the "first window" size by default in EViews? I am asking thsi question as to my understanding in Receursive estimation, we have first "window size" for first regression then we go on adding next value for each next regression.
Thanks
Learner
I am unisg OLS methodology, The information I need is: After estimation we go to, view, stability test, recursive estimation (only OLS), recursive coefficeints.
My question is: what is the "first window" size by default in EViews? I am asking thsi question as to my understanding in Receursive estimation, we have first "window size" for first regression then we go on adding next value for each next regression.
Thanks
Learner