1/2/2023 0 Comments Ols regression eviews 9![]() However, I have one dependent variable and three independent variables. I am running one country-growth in Eviews 9 and I have 25 observations (1990-2014). If the parameters change at some point in the sample, then the rolling estimates will show how the estimates have changed over time. I wanted to ask you a question related to ARDL. If the parameters are truly constant over the entire sample, then the rolling estimates over the rolling windows will not change much. One technique to assess the constancy of the model parameters is to compute the parameter estimates over a rolling window with a fixed sample size through the entire sample. However, as the economic environment often changes, it may be reasonable to examine whether the model parameters are also constant over time. ![]() Rolling approaches (also known as rolling regression, recursive regression or reverse recursive regression) are often used in time series analysis to assess the stability of the model parameters with respect to time.Ī common assumption of time series analysis is that the model parameters are time-invariant.
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