Rolling Regression & Andrews-Fair Wald Breakpoint Test
Posted: Thu Feb 27, 2014 1:18 pm
Hi,
I am a new user to Eviews 8 Student Version.
I want to do rolling regressions, follow by Andrews-Fair Wald Breakpoint Test, on some inflation time series.
However, I tried but cannot find the right places to run the analyses in Eviews.
The Evews 8 Help says I can go View > Diagnostics and Tests, then select GMM Breakpoint test [which includes Andrews-Fair Wald test] but I cannot see Diagnostics and Tests under the View menu...
Can Eviews advise how I can do the 2 analyses I want?
Thank you.
Regards,
Wand
I am a new user to Eviews 8 Student Version.
I want to do rolling regressions, follow by Andrews-Fair Wald Breakpoint Test, on some inflation time series.
However, I tried but cannot find the right places to run the analyses in Eviews.
The Evews 8 Help says I can go View > Diagnostics and Tests, then select GMM Breakpoint test [which includes Andrews-Fair Wald test] but I cannot see Diagnostics and Tests under the View menu...
Can Eviews advise how I can do the 2 analyses I want?
Thank you.
Regards,
Wand