Search found 13 matches
- 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: 8076
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...
- Sun Dec 06, 2015 6:28 am
- Forum: Programming
- Topic: Clark and West (2007) MSPE?
- Replies: 0
- Views: 2417
Clark and West (2007) MSPE?
Hi all;
Does anybody has code for Clark and West (2007) MSPE?
I am using EViews 8.
Thanks
Abdelrazzaq
Does anybody has code for Clark and West (2007) MSPE?
I am using EViews 8.
Thanks
Abdelrazzaq
- Mon Oct 12, 2015 10:25 am
- Forum: Add-in Support
- Topic: ADCC-GARCH DIAGONAL
- Replies: 0
- Views: 4793
ADCC-GARCH DIAGONAL
dear all;
I suggest to make add-in for the ADCC-GARCH diagonal version.
I suggest to make add-in for the ADCC-GARCH diagonal version.
- Fri Oct 02, 2015 7:10 am
- Forum: Econometric Discussions
- Topic: Code for adcc garch (diagonal)
- Replies: 1
- Views: 2734
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.....
I cannot believe that nobody knows the answer.....
- Fri Sep 25, 2015 4:53 am
- Forum: Econometric Discussions
- Topic: Code for adcc garch (diagonal)
- Replies: 1
- Views: 2734
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...
- Wed Sep 23, 2015 5:19 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 193547
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
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
- Thu Jul 30, 2015 8:04 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 193547
Re: Dynamic conditional correlation multivariate GARCH
misssing valeus in @logl series ?!!!
- Wed Jul 22, 2015 2:07 pm
- Forum: Programming
- Topic: dcc-garch with exogenous
- Replies: 1
- Views: 3015
Re: dcc-garch with exogenous
any answer ?!
- Tue Jul 21, 2015 11:21 am
- Forum: Programming
- Topic: dcc-garch with exogenous
- Replies: 1
- Views: 3015
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...
- Wed Oct 01, 2014 1:42 am
- Forum: Programming
- Topic: Diebold_Mariano Test
- Replies: 13
- Views: 20685
Re: Diebold_Mariano Test
please give me some attention
- Tue Sep 30, 2014 8:11 am
- Forum: Programming
- Topic: Diebold_Mariano Test
- Replies: 13
- Views: 20685
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.
- Mon Sep 15, 2014 2:09 am
- Forum: Econometric Discussions
- Topic: GARCH Persistence & Return Series Wavelet De-noising
- Replies: 1
- Views: 3507
- Sun Sep 14, 2014 7:07 am
- Forum: Econometric Discussions
- Topic: GARCH Persistence & Return Series Wavelet De-noising
- Replies: 1
- Views: 3507
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...