Search found 2537 matches

by EViews Glenn
Fri Oct 20, 2017 3:37 pm
Forum: Data Manipulation
Topic: two way panel
Replies: 8
Views: 167

Re: two way panel

The @expand should work for the remaining dimension, no?
by EViews Glenn
Fri Oct 20, 2017 1:28 pm
Forum: Data Manipulation
Topic: two way panel
Replies: 8
Views: 167

Re: two way panel

If you have three variables, say Y, X1, and X2, you can easily demean using frml ydm = y - @meansby(y, id) frml x1dm = x - @meansby(x1, id) frml x2dm = x - @meansby(x2, id) where ID is the categorization variable corresponding to the 10,000 dummies. The result will be the series with means-by-catego...
by EViews Glenn
Fri Oct 20, 2017 1:25 pm
Forum: Programming
Topic: DOLS- fitted values
Replies: 3
Views: 92

Re: DOLS- fitted values

If you want truly want the fitteds, use the actual minus the residuals. Those will include the short-run dynamics which are relevant for analyzing the fit.

For out-of-sample forecasting, people are generally only concerned with the long-run forecasts from the cointegrating relationship.
by EViews Glenn
Fri Oct 20, 2017 1:22 pm
Forum: Programming
Topic: DOLS - estimated equation. Corresponding OLS
Replies: 2
Views: 59

Re: DOLS - estimated equation. Corresponding OLS

From the manual for DOLS: The default computation method re-scales the ordinary least squares coefficient covariance using an estimator of the long-run variance of DOLS residuals (multiplying by the ratio of the long-run variance to the ordinary squared standard error). http://www.eviews.com/help/he...
by EViews Glenn
Fri Oct 20, 2017 12:58 pm
Forum: Estimation
Topic: one-way unbalanced random effect model (Swamy/Arora)
Replies: 2
Views: 86

Re: one-way unbalanced random effect model (Swamy/Arora)

I'm not sure what you mean by the "usual way" in this context. Can you be more specific about the calculation that you are doing?
by EViews Glenn
Thu Oct 19, 2017 9:56 am
Forum: Programming
Topic: DOLS- fitted values
Replies: 3
Views: 92

Re: DOLS- fitted values

From the EViews documentation: http://www.eviews.com/help/helpintro.html#page/content%2Fnsreg-Working_with_an_Equation.html%23 Most of the relevant issues were discussed previously (e.g., construction of residuals and gradients), however you should also note that forecasts constructed using the Fore...
by EViews Glenn
Fri Sep 22, 2017 4:30 pm
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 234

Re: fitted value off-scale - panel group-mean method

That sounds right to me.
by EViews Glenn
Thu Sep 21, 2017 6:00 pm
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 234

Re: fitted value off-scale - panel group-mean method

One thing to remember is that the grouped estimator estimates completely separate models for each of the cross-sections and then averages them (the only coefficients that are allowed to be individual specific in the final estimates are the deterministics). The mean coefficients can be quite differen...
by EViews Glenn
Thu Sep 21, 2017 11:48 am
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 234

Re: fitted value off-scale - panel group-mean method

Can you post your data?
by EViews Glenn
Wed Sep 06, 2017 3:04 pm
Forum: Estimation
Topic: panel DOLS: how to exclude dummy interaction terms from short-run dynamics?
Replies: 1
Views: 197

Re: panel DOLS: how to exclude dummy interaction terms from short-run dynamics?

Unfortunately, there is no way using our current engine. You can, of course, just estimate the DOLS equation directly by adding your leads, lags, etc. to a standard equation specification.
by EViews Glenn
Tue Sep 05, 2017 5:11 pm
Forum: Estimation
Topic: panel fully-modified OLS: AIC selects negative whitening lag
Replies: 4
Views: 293

Re: panel fully-modified OLS: AIC selects negative whitening lag

As I suspected it's a display issue. For the panel nonstationary regressions, (in cases where the lags/bandwidth are estimated from the data) the long-run covariances are estimated with individual specific lags/bandwidth. For these cases, there is obviously no single value that can be displayed in t...
by EViews Glenn
Tue Sep 05, 2017 11:12 am
Forum: Estimation
Topic: panel fully-modified OLS: AIC selects negative whitening lag
Replies: 4
Views: 293

Re: panel fully-modified OLS: AIC selects negative whitening lag

I'm almost certain that it's just the reporting of the result that's wrong. If you post your workfile or send it to support@eviews.com with a link to this thread, we'll take a look.
by EViews Glenn
Tue Sep 05, 2017 10:53 am
Forum: Bug Reports
Topic: Equation view ommitted-variable-test: mistake in the reporting
Replies: 1
Views: 236

Re: Equation view ommitted-variable-test: mistake in the reporting

Thanks. Sorry about the inconvenience.
by EViews Glenn
Tue Sep 05, 2017 10:48 am
Forum: Econometric Discussions
Topic: Least Squares with Breaks
Replies: 1
Views: 306

Re: Least Squares with Breaks

1. EViews doesn't allow you to have a variable in only one regime so the variable will be included, but in both regimes.

2. I don't recall which results go through.

http://www.eviews.com/help/helpintro.ht ... ect_header

Go to advanced search