Search found 2528 matches

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: 91

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: 154

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: 154

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: 134

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: 135

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
by EViews Glenn
Fri Jul 28, 2017 4:16 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 273

Re: retrieving lags selected by AIC/BIC

We aren't computing the log likelihood for any of the nonstationary regression models as the notion of a likelihood is problematic in some of these settings. Arguably, we could compute a measure for the non-panel DOLS as I believe this estimator is asymptotically MLE apart from estimation of some pa...
by EViews Glenn
Mon Jul 24, 2017 1:05 pm
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 435

Re: Average Cross-sectional Regression in Panel Data Structure

Sorry my fault. You want to find the period averages (taking averages across all cross-sections for each period), and then do the regression for a given cross-section. My sample statement was backward... For your data, you'll want smpl @all series ypermean = @meansby(cf, @year) series x1permean = @m...
by EViews Glenn
Thu Jul 13, 2017 9:42 am
Forum: Estimation
Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
Replies: 18
Views: 783

Re: Panel Least Squares estimation method Nonlinear optimization algorithm

Not built-in for NLLS yet. For now, you'll need to write a loop.
by EViews Glenn
Wed Jul 12, 2017 4:42 pm
Forum: Estimation
Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
Replies: 18
Views: 783

Re: Panel Least Squares estimation method Nonlinear optimization algorithm

The results in EQ01 look fine. You might want to perterb results from those final values to verify stability, but the gradients look good.
by EViews Glenn
Wed Jul 12, 2017 4:39 pm
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 435

Re: Average Cross-sectional Regression in Panel Data Structure

With only two variables it's easiest to do it in the same workfile page. Note that in these two cases, you are replacing every observation with the relevant means and then subsampling when running the regression so that the output labeling may not be what you want. If this is the case, an alternativ...
by EViews Glenn
Wed Jul 12, 2017 4:28 pm
Forum: Estimation
Topic: Multinomial Logit Model
Replies: 1
Views: 107

Re: Multinomial Logit Model

No space before the (10)
by EViews Glenn
Tue Jul 11, 2017 10:28 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 435

Re: Average Cross-sectional Regression in Panel Data Structure

I meant, are there a lot of variables in the regression specification. There are different ways of doing this and the best will depend on your specification.

If you want to post your workfile and a description of the equation, that might be a useful approach.
by EViews Glenn
Tue Jul 11, 2017 10:27 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 117
Views: 46763

Re: DCCGARCH11

Could you provide data and clear instructions on how to replicate. That would help a great deal. Thanks.
by EViews Glenn
Tue Jul 11, 2017 10:24 am
Forum: Estimation
Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
Replies: 18
Views: 783

Re: Panel Least Squares estimation method Nonlinear optimization algorithm

As you have experienced, that specification can't really be estimated with these data. I've played around with it a bit and it looks as though there's an identification problem as the C(3) coefficient wants to go off to infinity. Our older panel code only supports one type of nonlinear estimation te...

Go to advanced search