Search found 3 matches
- Sat May 23, 2015 5:41 am
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3182427
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...
- Fri May 22, 2015 4:08 pm
- Forum: Programming
- Topic: Coefficient restrictions VAR
- Replies: 3
- Views: 6865
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 ?
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 ?
- Fri May 22, 2015 3:51 pm
- Forum: Programming
- Topic: Coefficient restrictions VAR
- Replies: 3
- Views: 6865
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...