Search found 17 matches

by E-Conman
Wed Apr 10, 2019 11:34 am
Forum: Estimation
Topic: Adding a trend for each cross-section in panel analysis?
Replies: 3
Views: 570

Re: Adding a trend for each cross-section in panel analysis?

DCFerral wrote:Try @trend*@expand(country)

That will create a separate trend coefficient for each cross section ;)


Thanks!! This is what I meant.
by E-Conman
Mon Apr 08, 2019 1:20 pm
Forum: Estimation
Topic: Adding a trend for each cross-section in panel analysis?
Replies: 3
Views: 570

Adding a trend for each cross-section in panel analysis?

Hi,

Is there some easy short-cut to add a different trend for each country/cross section in panel data analysis?
by E-Conman
Mon May 01, 2017 7:52 am
Forum: Data Manipulation
Topic: Access to residuals without exporting?
Replies: 4
Views: 1254

Re: Access to residuals without exporting?

startz wrote:EViews doesn't export anything automatically, so you'd have to give an instruction to save a series. An EViews program to do this probably wouldn't be very hard.


Yes, thank you this worked (the simple write command was enough).
by E-Conman
Mon May 01, 2017 6:32 am
Forum: Data Manipulation
Topic: Access to residuals without exporting?
Replies: 4
Views: 1254

Re: Access to residuals without exporting?

resid Sorry I should have clarified better. I want to access the residual outside the program without exporting. So I am asking if there is a file in the directory where the "resid" series is stored, so I won't need to separately export it, but only load it. I want to auto-export the resi...
by E-Conman
Mon May 01, 2017 5:47 am
Forum: Data Manipulation
Topic: Access to residuals without exporting?
Replies: 4
Views: 1254

Access to residuals without exporting?

I need to quickly export residuals of many different models. I would rather not go through the many windows to do this, but simply estimate a model and then directly load the residuals to a other program. Question: Is the residual series stored somewhere in eviews directory so that I can load it dir...
by E-Conman
Thu Apr 13, 2017 2:31 am
Forum: Estimation
Topic: Restricting parameters: "AR is not defined".
Replies: 7
Views: 2156

Re: Restricting parameters: "AR is not defined".

Well, yes, but I would like to do the same thing with an MA model and different combinations of AR and MA terms, then the solution involves solving difference equations which is a bit of a headache. Much easier to just constrict the parameters and estimate the model...
by E-Conman
Wed Apr 12, 2017 4:47 pm
Forum: Estimation
Topic: Restricting parameters: "AR is not defined".
Replies: 7
Views: 2156

Restricting parameters: "AR is not defined".

I estimated a model in eviews, but I want to tweak the parameters a bit to my liking prior to exporting the residuals. The model is the following simple AR-model: Y ar(25) And after estimation I have made the judgement that the estimation is biased and want to modify it so that the parameter is rest...
by E-Conman
Tue May 26, 2015 3:41 pm
Forum: Estimation
Topic: Removing the constant from instrument list?
Replies: 5
Views: 1822

Re: Removing the constant from instrument list?

EViews Gareth wrote:...


I should have specified that I am using panel data and GMM. There is no such option in the specification window for panel data.
by E-Conman
Tue May 26, 2015 1:07 pm
Forum: Estimation
Topic: Removing the constant from instrument list?
Replies: 5
Views: 1822

Re: Removing the constant from instrument list?

EViews Gareth wrote:Uncheck the box that says "Include Constant".


I don't think I saw such check box anywhere. In which page is it?
by E-Conman
Tue May 26, 2015 3:14 am
Forum: Econometric Discussions
Topic: doubts regarding cointegration. emergency
Replies: 0
Views: 761

Re: doubts regarding cointegration. emergency

Difficult to answer the questions without specifying what you are aiming to accomplish. If you are trying to asses whether X follows from Y with granger causality then those series need to be stationary. Generally prices are I(1) and returns are I(0), and your results are kind of indicative of that ...
by E-Conman
Mon May 25, 2015 10:07 am
Forum: Estimation
Topic: Removing the constant from instrument list?
Replies: 5
Views: 1822

Removing the constant from instrument list?

How can I remove the constant from the instrument list?
by E-Conman
Sat May 23, 2015 3:39 pm
Forum: Estimation
Topic: MA models, how to estimate lagged values of the error term?
Replies: 5
Views: 1842

Re: MA models, how to estimate lagged values of the error te

startz wrote:Estimate the equation including MA(1). Your "e" will be in the series resid.


Is there a way to restrict the MA(1) to have a coefficient of one?
by E-Conman
Sat May 23, 2015 1:48 pm
Forum: Estimation
Topic: MA models, how to estimate lagged values of the error term?
Replies: 5
Views: 1842

Re: MA models, how to estimate lagged values of the error te

EViews Gareth wrote:Could you provide context?


Apologies if I wasn't clear, I would simply like to estimate the following equation:

Y = C(1)*X + e(-1) + e

Where e(-1) is the lagged error term and e is the error term. Similar to MA models which use lagged error terms as regressors
by E-Conman
Sat May 23, 2015 1:04 pm
Forum: Estimation
Topic: MA models, how to estimate lagged values of the error term?
Replies: 5
Views: 1842

MA models, how to estimate lagged values of the error term?

How can I use lagged values of the error term in an equation? I tried the most common letters like e and u, and they are not working.

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