Bandwith method in FMOLS
Posted: 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
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