Search found 3 matches

by EVG
Sat May 23, 2015 5:41 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 158511

Re: Basic Rolling Regression

Hello, Many thanks you for your help Gareth and Esther. I am using EViews 7.2 and have been able to do a h-period ahead recursive regression forecast thanks to this post. However, I would also like to add exogenous variables to my model, and these need to be forecasted for each step with an ARMA str...
by EVG
Fri May 22, 2015 4:08 pm
Forum: Programming
Topic: Coefficient restrictions VAR
Replies: 3
Views: 1683

Re: Coefficient restrictions VAR

Thanks for your prompt reply Gareth.

If I want to use the code and not the toolbox (I have many similar VAR to estimate), can I code a system and its Impulse Response function associated like for a VAR ?
by EVG
Fri May 22, 2015 3:51 pm
Forum: Programming
Topic: Coefficient restrictions VAR
Replies: 3
Views: 1683

Coefficient restrictions VAR

Hi all, I am coding VAR estimations on EViews 7.2 and would like to set some coefficients to zero (that I find statistically or economically non-significant). I only found the function .append but it seems to be reserved for cointegration (argument coint ) or Structural VAR (argument svar ) Is there...

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