any parameter stability test for GMM

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nazif

any parameter stability test for GMM

Unread post by nazif »

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.
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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

Unread post by TomDoan »

Check out grnp142.prg in the Greene textbook examples.
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nazif

Unread post by nazif »

thanks for that file :D
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