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any parameter stability test for GMM

Posted: Sun Jul 13, 2008 11:51 am
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.

Posted: Mon Jul 14, 2008 9:07 am
by TomDoan
Check out grnp142.prg in the Greene textbook examples.

Posted: Mon Jul 14, 2008 12:37 pm
by nazif
thanks for that file :D