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any parameter stability test for GMM

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any parameter stability test for GMM

Postby nazif » Sun Jul 13, 2008 11:51 am

Dear
I wolud be very glad if you inform me whether there is any written code for testing parameter stability in RATS version 7.0 or suggest me any applicable test for that.
nazif
 
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Postby TomDoan » Mon Jul 14, 2008 9:07 am

Check out grnp142.prg in the Greene textbook examples.
TomDoan
 
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Joined: Wed Nov 01, 2006 5:36 pm
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Postby nazif » Mon Jul 14, 2008 12:37 pm

thanks for that file :D
nazif
 
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