Object Reference : Object View and Procedure Reference : Equation
  
 
nyblom
Perform the Nyblom test of parameter stability or structural change in equations estimated using GARCH.
Syntax
eq_name.nyblom(options)
Options
 
p
Print results.
Examples
equation eq1.arch(2, 1) y c
estimates a GARCH(2, 1) model.
eq1.nyblom
displays the results of a Nyblom stability test.
Cross-references
See “ARCH and GARCH Estimation” for a discussion of ARCH models. See also “Views of ARCH Models”.