Search found 13 matches

by Abdelrazzaq
Mon Jul 18, 2016 6:16 am
Forum: Installation and Registration
Topic: how to include the new Add-Ins in the object list?
Replies: 1
Views: 3085

how to include the new Add-Ins in the object list?

Hi there; could you please advice how to include the new Add-Ins in the object drop down menu. I am using EViews 9 and I already installed the Roll Add-Ins. I want to include the new Add-Ins in the object drop down menu so I can perform Advanced roll regression on existing GARCH equations (as alread...
by Abdelrazzaq
Sun Dec 06, 2015 6:28 am
Forum: Programming
Topic: Clark and West (2007) MSPE?
Replies: 0
Views: 1185

Clark and West (2007) MSPE?

Hi all;

Does anybody has code for Clark and West (2007) MSPE?

I am using EViews 8.

Thanks
Abdelrazzaq
by Abdelrazzaq
Mon Oct 12, 2015 10:25 am
Forum: Add-in Support
Topic: ADCC-GARCH DIAGONAL
Replies: 0
Views: 2861

ADCC-GARCH DIAGONAL

dear all;

I suggest to make add-in for the ADCC-GARCH diagonal version.
by Abdelrazzaq
Fri Oct 02, 2015 7:10 am
Forum: Econometric Discussions
Topic: Code for adcc garch (diagonal)
Replies: 1
Views: 1204

Re: Code for adcc garch (diagonal)

I guess, it is more professional when you see the post, then you must advice,

I cannot believe that nobody knows the answer..... :|
by Abdelrazzaq
Fri Sep 25, 2015 4:53 am
Forum: Econometric Discussions
Topic: Code for adcc garch (diagonal)
Replies: 1
Views: 1204

Code for adcc garch (diagonal)

Dear there; My question is simple, is there any written code for applying the DIAGONAL version of ADCC-GARCH in EViews.. I am here asking about the DIAGONAL and not the scalar, becasue I already used the add-in toolbox for the scalar one and want to additionaly employ the DIAGONAL as a robustness ch...
by Abdelrazzaq
Wed Sep 23, 2015 5:19 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89661

Re: Dynamic conditional correlation multivariate GARCH

Dear all;

I am trying to use the written code as available here, in my analysis and I am having an error.

Please see attached workfile, code and error message and advice.

best
Abdelrazzaq
by Abdelrazzaq
Thu Jul 30, 2015 8:04 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89661

Re: Dynamic conditional correlation multivariate GARCH

misssing valeus in @logl series ?!!!
by Abdelrazzaq
Wed Jul 22, 2015 2:07 pm
Forum: Programming
Topic: dcc-garch with exogenous
Replies: 1
Views: 1150

Re: dcc-garch with exogenous

any answer ?!
by Abdelrazzaq
Tue Jul 21, 2015 11:21 am
Forum: Programming
Topic: dcc-garch with exogenous
Replies: 1
Views: 1150

dcc-garch with exogenous

dear all; can you please advice how to include the exogenous variable in the covariance matrix of dcc-garch in order to allow for the dynamic conditional correlation to be affected by those exogenous such as macro news, uncertainty index. in one paper and others, they built the analysis on the equat...
by Abdelrazzaq
Wed Oct 01, 2014 1:42 am
Forum: Programming
Topic: Diebold_Mariano Test
Replies: 13
Views: 11225

Re: Diebold_Mariano Test

please give me some attention
by Abdelrazzaq
Tue Sep 30, 2014 8:11 am
Forum: Programming
Topic: Diebold_Mariano Test
Replies: 13
Views: 11225

Re: Diebold_Mariano Test

I did run the test and had the results. I think the result is not valid enough . t statistic. please find attached.
by Abdelrazzaq
Sun Sep 14, 2014 7:07 am
Forum: Econometric Discussions
Topic: GARCH Persistence & Return Series Wavelet De-noising
Replies: 1
Views: 1976

GARCH Persistence & Return Series Wavelet De-noising

Hi there; I am doing my PhD research to invistigate the effect of wavelet denoising on stock market volatility using all standard garch models(GARCH,EG,AP,TG,CG). I already de-noised the return sereis using the wavelet transform and that already done on Matlab trying to estimate the models in eviews...

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