Search found 11 matches

by kruupy
Tue May 31, 2016 7:12 pm
Forum: Econometric Discussions
Topic: Model Selection: VAR Model with Impulse response functions
Replies: 1
Views: 2971

Model Selection: VAR Model with Impulse response functions

Hi all, I want to conduct a study on the impact of export growth in the automotive industry on the domestic market (prices, production, import etc). My first thought was to create a VAR model with exports,inflation,prices, production, imports and then conduct an impulse response function analysis an...
by kruupy
Thu Apr 14, 2016 12:28 am
Forum: Econometric Discussions
Topic: Survey Collection - Sample Selection Problem
Replies: 1
Views: 2966

Survey Collection - Sample Selection Problem

Hi All, Thank you all for your help with this issue, I greatly appreciate it. I have an industry population (number of businesses) of 6000. This industry population can be broken down in 3 different states. State X owns 3000 of the population, State Y owns 2000 and Z owns 1000. Now, if I want to con...
by kruupy
Mon Sep 08, 2014 6:59 pm
Forum: Econometric Discussions
Topic: Differencing Models
Replies: 0
Views: 2022

Differencing Models

Hi All, I have some models (the numbers in brackets are the time period, t): Y(1) = c(1) + b(1) x(1) + e(1) Y(2) = c(c2) + b(2) x(2) + e(2) If I difference these equations, usually I would get: equation[1] : [Y(2)-Y(1)] = [c(2)-c(1)] + b [x(2) - x(1)] + e The above is derived under the assumption th...
by kruupy
Sat Aug 30, 2014 8:14 am
Forum: Estimation
Topic: Dynamic Panel Data Estimation
Replies: 2
Views: 4159

Dynamic Panel Data Estimation

Hi all, I have panel data spanning over two years (2003 and 2005) with 4862x2=9724 observations I would like to estimate a dynamic panel data model: y c y(-1) a b c d my instrument list is: @dyn(y,-2) a b c d So, with the example from the help file by my side, I opened up the Dynamic Panel Data wiza...
by kruupy
Wed Aug 27, 2014 4:56 am
Forum: Estimation
Topic: Putting limits on estimated coefficient values
Replies: 41
Views: 83996

Re: Putting limits on estimated coefficient values

HI All, I would like to put a restriction on one of the coefficients that it is equal to 1. So Y1 = a + b Y2 + c X2 where b=1. But what I was wondering is, if I run the regression Y1-Y2 = a + c X2 Does this regression above impose the restriction that b=1? - Im pretty sure it does, but it would be g...
by kruupy
Mon Aug 18, 2014 6:26 am
Forum: Estimation
Topic: Automatically Generate Interaction and Quadratic Terms
Replies: 5
Views: 5853

Re: Automatically Generate Interaction and Quadratic Terms

The answer is yes, once i cut the big string into smaller parts the OLS regression worked, cheers.
by kruupy
Mon Aug 18, 2014 6:00 am
Forum: Estimation
Topic: Automatically Generate Interaction and Quadratic Terms
Replies: 5
Views: 5853

Re: Automatically Generate Interaction and Quadratic Terms

Ok ive got it to work now however, is there a max string length or something? - because when I run the regression it compains about missing parenthesis because it cuts the string down.....
by kruupy
Mon Aug 18, 2014 5:14 am
Forum: Estimation
Topic: Automatically Generate Interaction and Quadratic Terms
Replies: 5
Views: 5853

Re: Automatically Generate Interaction and Quadratic Terms

I am now trying to get Eviews and Matlab to talk. So I can use Matlab code to create the estimations i need. In Matlab I have a string variable defined as "regression" which equals 'read c d_male'. I then run the following Eview code: xopen(type=m) xrun "run d:\eviews.m" xget reg...
by kruupy
Sun Aug 17, 2014 11:49 pm
Forum: Estimation
Topic: Automatically Generate Interaction and Quadratic Terms
Replies: 5
Views: 5853

Automatically Generate Interaction and Quadratic Terms

Hi all, I need to estimate an 11 variable translog function. Translog functions involve a sqaured term for each of the variables aswell as including all possible combinations of interaction terms. Can Eviews automatically generate these for me? - as is going to take me a long long time to write them...
by kruupy
Sun Aug 17, 2014 12:27 am
Forum: Data Manipulation
Topic: Importing Undated Panel Data
Replies: 3
Views: 4162

Re: Importing Undated Panel Data

Hi, I now have the data imported so that STU_NO is the identifier for each observation. However I want to setup panel data where SCH_NO and STU_NO are identifiers (i think its called stacking in eviews?) I would like to be able to run panel data regressions as the following: Y_ij c X1_ij X2_ij where...
by kruupy
Thu Aug 14, 2014 11:48 pm
Forum: Data Manipulation
Topic: Importing Undated Panel Data
Replies: 3
Views: 4162

Importing Undated Panel Data

Hi All, I have some panel data consisting of 4500 students(STU_NO) from 200(SCH_NO) schools. How do I import this as two dimensional panel data in eviews? - I have tried to import it in many times, however I can only successfully import 1 dimensional using STU_NO as the index. For example I Would li...

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