Search found 36 matches
- Tue May 20, 2014 6:34 am
- Forum: Estimation
- Topic: problem dummy variables, no dummy trap
- Replies: 3
- Views: 4871
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: 29283
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: 29283
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: 83933
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: 3974
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: 6075
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.
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: 8870
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: 8870
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: 4744
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!
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: 6301
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: 6301
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.
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: 3574
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: 4256
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: 10481
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: 8467
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!