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by EViews Glenn
Fri Aug 14, 2020 8:59 am
Forum: Models
Topic: Including Sspace object in a Model object
Replies: 1
Views: 226

Re: Including Sspace object in a Model object

You are correct that it does not allow for solution of the model without prior specification of the underlying observed states and in that respect it is limiting. In a sense it is akin to embedding an equation object in a model without providing exogenous series. In the event that one does generate ...
by EViews Glenn
Tue Jun 09, 2020 4:34 pm
Forum: Data Manipulation
Topic: Frequency conversion and aggregation of incomplete series except in current year
Replies: 3
Views: 563

Re: Frequency conversion and aggregation of incomplete series except in current year

Try the "propnas" option which produces NAs for partially observed periods.
by EViews Glenn
Tue Jun 09, 2020 3:15 pm
Forum: Data Manipulation
Topic: problems with @during with hourly frequency
Replies: 6
Views: 849

Re: problems with @during with hourly frequency

A fix has been posted.
by EViews Glenn
Fri Jun 05, 2020 11:46 am
Forum: Estimation
Topic: CSD test (pesaran 2007)
Replies: 3
Views: 662

Re: CSD test (pesaran 2007)

Sorry I missed seeing this question.

The CSD test is available on a series in a panel workfile. Simply open the series, select View/Cross-section Dependence Test.
by EViews Glenn
Fri Jun 05, 2020 10:44 am
Forum: Estimation
Topic: URGENT: How to estimate Predicted Probabilities in Logit Regression?
Replies: 1
Views: 398

Re: URGENT: How to estimate Predicted Probabilities in Logit Regression?

If you forecast without the "i" option, you'll get the predicted probabilities.
by EViews Glenn
Fri Jun 05, 2020 10:31 am
Forum: Data Manipulation
Topic: Eviews 9 clustered standard errors
Replies: 7
Views: 883

Re: Eviews 9 clustered standard errors

White period allows for intra cross-section (between period) correlation. White cross-section allows for intra period (between cross-section) correlation.
by EViews Glenn
Mon Jun 01, 2020 7:59 pm
Forum: Data Manipulation
Topic: Eviews 9 clustered standard errors
Replies: 7
Views: 883

Re: Eviews 9 clustered standard errors

White period is cross section cluster robust.
by EViews Glenn
Sun May 24, 2020 7:04 am
Forum: Data Manipulation
Topic: problems with @during with hourly frequency
Replies: 6
Views: 849

Re: problems with @during with hourly frequency

We will look into this.

[Edit: in the process of testing a fix.]
by EViews Glenn
Wed May 20, 2020 11:27 am
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 835

Re: Covariance Analysis Tool for Panel Data

Perhaps there is, but to be honest I'm still not clear as to what you want to compute.
by EViews Glenn
Mon May 18, 2020 7:47 am
Forum: Estimation
Topic: Covariance Analysis Tool for Panel Data
Replies: 7
Views: 835

Re: Covariance Analysis Tool for Panel Data

It helps a bit, but we are still unclear as to what it is you are trying to do.

What do you mean by accounting for the autocorrelation?

Do you wish to model it and compute the correlations of the residuals? Perhaps compute a long run covariance?

What do you wish to do with the results?
by EViews Glenn
Fri May 08, 2020 12:59 pm
Forum: Estimation
Topic: CSD test (pesaran 2007)
Replies: 3
Views: 662

Re: CSD test (pesaran 2007)

The null is that there is no contemporaneous correlation in the residuals between the disturbances in different cross-section units. The alternative is that there is contemporaneous correlation.

http://www.eviews.com/help/helpintro.ht ... 23ww191025
by EViews Glenn
Fri May 01, 2020 8:48 am
Forum: Estimation
Topic: Analytic confidence bands for generalized impulse response function
Replies: 1
Views: 704

Re: Analytic confidence bands for generalized impulse response function

I've looked in depth at the EViews code and believe that there are no issues (but can be convinced otherwise). I haven't gone through the paper you reference carefully, but the asymptotic analytic standard errors for the Generalized impulses follow directly from the results for the Cholesky standard...
by EViews Glenn
Fri Apr 24, 2020 10:32 am
Forum: Estimation
Topic: Why I got N/A for some of my variables in the model when I did perform Hausman test?
Replies: 1
Views: 1034

Re: Why I got N/A for some of my variables in the model when I did perform Hausman test?

As is well known, the Hausman test statistic is not guaranteed to have a computed covariance matrix that is positive semi-definite. Notably, it is computed as the difference of two matrices which is often negative definite, especially for small sample sizes. The NAs are an indication that the corres...
by EViews Glenn
Thu Apr 23, 2020 9:44 am
Forum: Estimation
Topic: marginsplot (from stata) in EViews -- how??
Replies: 1
Views: 633

Re: marginsplot (from stata) in EViews -- how??

Hi, From your description, there are a number of things that you may wish to do and with additional information, we can discuss the various ways of doing them. Briefly, however, if all you want to do is to plot the derivatives that you computed against the fitted values, you should use Proc/Forecast...
by EViews Glenn
Mon Apr 20, 2020 9:34 am
Forum: Estimation
Topic: FMOLS Summary
Replies: 3
Views: 761

Re: FMOLS Summary

The R2 are different because the OLS and FMOLS coefficient estimates are presumably different, as are the residuals.

You may use them, but in your case since the FMOLS objective is very different from the OLS estimates, I'm not certain what one would conclude from the differences.

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