Search found 37 matches

by samijo
Tue May 20, 2014 6:34 am
Forum: Estimation
Topic: problem dummy variables, no dummy trap
Replies: 3
Views: 1935

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!
by samijo
Thu May 08, 2014 11:15 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 19
Views: 13660

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 ...
by samijo
Tue Apr 29, 2014 7:21 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 19
Views: 13660

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...
by samijo
Wed Oct 26, 2011 3:15 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 46070

Re: TVAR (Threshold VAR)

Upon trying to add it, it gives an error that it's not available!
by samijo
Wed Oct 12, 2011 8:11 am
Forum: Estimation
Topic: auto-determination model in Eviews 7 ?
Replies: 3
Views: 1500

Re: auto-determination model in Eviews 7 ?

AutoMetrics within OxMetrics does something like that!
by samijo
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: 2891

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.
by samijo
Mon Dec 27, 2010 9:23 am
Forum: Estimation
Topic: first difference and system GMM
Replies: 6
Views: 5000

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.
by samijo
Mon Dec 27, 2010 7:07 am
Forum: Estimation
Topic: first difference and system GMM
Replies: 6
Views: 5000

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...
by samijo
Wed Nov 24, 2010 7:09 am
Forum: Estimation
Topic: 2SLS Output
Replies: 4
Views: 1871

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!
by samijo
Thu Oct 14, 2010 9:22 am
Forum: Add-in Support
Topic: Add-ins menu organisation
Replies: 3
Views: 3145

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...
by samijo
Wed Oct 13, 2010 6:07 am
Forum: Add-in Support
Topic: Add-ins menu organisation
Replies: 3
Views: 3145

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.
by samijo
Tue Oct 05, 2010 3:08 am
Forum: General Information and Tips and Tricks
Topic: Add-ins sort column
Replies: 1
Views: 1764

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.
by samijo
Mon Aug 23, 2010 11:18 am
Forum: Estimation
Topic: Probit and Logit models
Replies: 4
Views: 1499

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.
by samijo
Sat Aug 14, 2010 2:56 pm
Forum: Estimation
Topic: Estimating time invariant variables with fixed effects
Replies: 9
Views: 5036

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.
by samijo
Tue Jul 27, 2010 6:29 am
Forum: Estimation
Topic: why do I get negative Rsquared in GMM?
Replies: 4
Views: 4366

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!

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