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Actually, it depends. The matrix Q (the quasi-correlation) is guaranteed to be positive definite if both alpha and beta are all positive. Notice, that negative alpha may not be and issue due to the fact that in most cases beta is quite high and alpha is low, respectively. So depending on the situati...

Thank you for kind words. An example workile is attached. Simply, load the workfile (data_dcc_rgarch_example.wf1) and run the add-in. You may run GUI or the command line. The command line example: dcc_rgarch(dep="aapl_rt amd_rt google_rt ibm_rt intel_rt", model="rgarch", dep_high...

This thread is about the dcc_rgarch add-in that estimates the DCC-Range-GARCH and DCC-GARCH models.

The documentation file attached below (also available in the add-in).

Thank you. That clarifies things.

Dear EViews Team, I have encountered the following problem with @optiter function. I am using EViews 11 with the latest updates. EViews reports error when it is used within the optimize command: @optiter is an illegal name or reserved name. EViews manual provides the optimize command example where i...

It works only partially, because tables extend at the maximum for about 26 rows and 8 columns.

A simple example:



If you hit the run button you will see just few rows and columns of table named tab1. Is it possible to expand table in specific way by programming it?

Ok, I understand. I'm looking forward to some information about new stuff.

Hello,

Could someone tell me if there is a command to display table in user-specified way? What I mean, that there are visible specific number of rows and columns (for instance first 10 rows and columns). It is really annoying to extend tables every time I use them.

Thanks in advance

Is it possible to post a list of things which are:
- in progress or almost done,
- to do,
- to look into,
- (probably) in the next version of Eviews.

It could be nice to know on what Eviews Team is working on.

Yes, the LogL object.

I especially talk about likelihood functions. For instance to fit Skew Generalized Error Distribution (or other more sophisticated distribution) to data or implement this distribution to GARCH model, it isn't as simple as it should be. I mean that eviews has problem to find proper values of paramete...

Hello! Recently used optimization algorithms aren't the best. Possiblity to write your own function to optimize is very nice, but there are problems with initial values and convergence. I had lots of cases when eviews didn't find the solution because there was a problem with initial values or with c...

I think that debuger could be a nice and helpful tool. Something like Visual Basic Debug or Pascal Debuger.

I agree that new and more powerful optimization methods need to be added to the newer version.