Bandwith method in FMOLS

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lnp3
Posts: 69
Joined: Sat Oct 01, 2011 7:28 pm

Bandwith method in FMOLS

Postby lnp3 » Sat Oct 19, 2013 4:28 pm

Dear forum,

I have seen this interactive teaching on Eviews 8 website about FMOLS... I am using Eviews 8.

http://www.eviews.com/EViews8/Flash/ev8 ... nt1_f.html

under "options", "bandwith method=user specified", how did you determine "bandwidth value" as 6?

your period is 1971-1990.

My period is 1990-2012.

or should I use "default" instead?

thank you for your help.

best regards,
lnp3

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