## Search found 37 matches

Tue May 20, 2014 6:34 am
Forum: Estimation
Topic: problem dummy variables, no dummy trap
Replies: 3
Views: 1978

### Re: problem dummy variables, no dummy trap

check for the correlation between the variables, two of them might be identical or highly correlated to induce a near singular matrix error!
Thu May 08, 2014 11:15 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 19
Views: 14162

### Re: Toda and Yamamoto causality test

Sorry for the late reply; to correct your example which is ///if GPC at current price for the year 1995 is 5046, CPI of 1978=100, CPI for 1995=396.9, then the real GDP of 1995 = 5046*396.9/100=20027.574. /// the correct thing to do is: real GDP of 1995 = 5046*(100/396.9) = 1271.35 You see that most ...
Tue Apr 29, 2014 7:21 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 19
Views: 14162

### Re: Toda and Yamamoto causality test

I then obtained the real GDP per capita by the formula: real GDP per capita=GDP per capita at current price/CPI*100. For example, if GPC at current price for the year 1995 is 5046, CPI of 1978=100, CPI for 1995=396.9, then the real GDP of 1995 = 5046*396.9/100=20027.574 I hope that was a typo, othe...
Wed Oct 26, 2011 3:15 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 47085

### Re: TVAR (Threshold VAR)

Upon trying to add it, it gives an error that it's not available!
Wed Oct 12, 2011 8:11 am
Forum: Estimation
Topic: auto-determination model in Eviews 7 ?
Replies: 3
Views: 1537

### Re: auto-determination model in Eviews 7 ?

AutoMetrics within OxMetrics does something like that!
Tue Jan 04, 2011 11:21 am
Forum: General Information and Tips and Tricks
Topic: Converting commands from GUI to command window
Replies: 5
Views: 2947

### Re: Converting commands from GUI to command window

For a VAR of the variables X Y Z and 2 lags, the command reported in the representation window is
LS 1 2 X Y Z @ C
However, running it in the command window doesn't give the expected result.
Mon Dec 27, 2010 9:23 am
Forum: Estimation
Topic: first difference and system GMM
Replies: 6
Views: 5098

### Re: first difference and system GMM

System-GMM in dpd framework is called awkwardly so in literature, though it's not a system in the real meaning of systems. It just augments a level equation to the differenced equation and estimate them together. I guess EViews does provide with this.
Mon Dec 27, 2010 7:07 am
Forum: Estimation
Topic: first difference and system GMM
Replies: 6
Views: 5098

### Re: first difference and system GMM

Gareth, this is a side note; On the webpage of TimberLake (a partner of your company), for a course they offer on EViews, it says that the course covers: An overview of estimator approaches: Anderson and Hsiao (1982), Blundell and Bond (1998), Arelano and Bover (1995) . http://www.timberlake.co.uk/T...
Wed Nov 24, 2010 7:09 am
Forum: Estimation
Topic: 2SLS Output
Replies: 4
Views: 1920

### Re: 2SLS Output

Hi Gareth,
Can u please explain here a little more, u said that EViews doesn't perform 1st stage, while the manual is confusing, at some point it says it doesn't and so Fair1976 warning is irrelevant, then a paragraph later it says that it by default adjusts for Fair's concern!
Thu Oct 14, 2010 9:22 am
Forum: Add-in Support
Topic: Add-ins menu organisation
Replies: 3
Views: 3196

### Re: Add-ins menu organisation

Maybe that is limited to the (Normtest) add-in, because when I installed them first (they where separate files) they were located in the mother add-ins folder, but when the package Normtest is installed EViews created a folder for that package inside the add-ins folder; in EViews menu there were two...
Wed Oct 13, 2010 6:07 am
Forum: Add-in Support
Topic: Add-ins menu organisation
Replies: 3
Views: 3196

### Add-ins menu organisation

I noticed that if an add-in gets reinstalled or happens to be part of a package installed later, EViews would create TWO stances of the add-in in the add-in menu.
I hope that get corrected in a way that allows no duplicates.
Tue Oct 05, 2010 3:08 am
Forum: General Information and Tips and Tricks
Topic: Add-ins sort column
Replies: 1
Views: 1797

### Add-ins sort column

I would suggest that the columns in the add-ins' list be sortable so that one can check for the most recent additions.
Mon Aug 23, 2010 11:18 am
Forum: Estimation
Topic: Probit and Logit models
Replies: 4
Views: 1544

### Re: Probit and Logit models

I'm not sure (Glenn: can u comment on this), you can use a count model for such dependent variable.
Sat Aug 14, 2010 2:56 pm
Forum: Estimation
Topic: Estimating time invariant variables with fixed effects
Replies: 9
Views: 5135

### Re: Estimating time invariant variables with fixed effects

With Random Effects you can model time invariant variables. It's only in Fixed Effects models you can't do so.
Tue Jul 27, 2010 6:29 am
Forum: Estimation
Topic: why do I get negative Rsquared in GMM?
Replies: 4
Views: 4470

### Re: why do I get negative Rsquared in GMM?

Formally, there isn't! But I would take the square of the correlation between the original and fitted values as a pseudo R-Squared!

Go to advanced search