Search found 2559 matches

by EViews Glenn
Fri Feb 09, 2018 4:24 pm
Forum: Estimation
Topic: State space model with nothing to estimate, "near-singular matrix" error
Replies: 3
Views: 135

Re: State space model with nothing to estimate, "near-singular matrix" error

All that estimate does in a model without coefficients is to run the filter to initialize internal values. I haven't thought about the KF in a long time, but my first instinct was that you having to use @pinverse in some case was likely to be related to the issue. A quick check of the internals conf...
by EViews Glenn
Fri Feb 09, 2018 3:54 pm
Forum: Econometric Discussions
Topic: hausman test correlated random effects
Replies: 3
Views: 10821

Re: hausman test correlated random effects

There's nothing wrong with the estimation, per se. The zero variance statement means that the estimator of the random effects variance is zero. In this case, the RE estimates are the same as OLS. The robust message is saying that you are estimating the coefficients using robust standard errors but t...
by EViews Glenn
Fri Feb 09, 2018 11:08 am
Forum: Econometric Discussions
Topic: GMM System - display first stage estimation
Replies: 1
Views: 52

Re: GMM System - display first stage estimation

Make a copy of the system, and estimate using 2SLS.
by EViews Glenn
Tue Dec 05, 2017 10:59 am
Forum: Estimation
Topic: Structural Breaks with Confidence Intervals
Replies: 1
Views: 163

Re: Structural Breaks with Confidence Intervals

We don't currently provide these, but it's on our list of things to consider.
by EViews Glenn
Wed Nov 22, 2017 11:25 am
Forum: EViews 5 and Earlier
Topic: New MicroTSP Workfile
Replies: 1
Views: 771

Re: New MicroTSP Workfile

Just saw this posting as I don't check this subsection often. From the manual: EViews .DB? Files Early versions of EViews and MicroTSP supported a much more limited set of database operations. Objects could be stored on disk in individual files, with one object per file. Essentially, the disk direct...
by EViews Glenn
Wed Nov 22, 2017 11:05 am
Forum: Estimation
Topic: GMM issue when estimating LR coefficients directly (ECM)
Replies: 6
Views: 377

Re: GMM issue when estimating LR coefficients directly (ECM)

Though I did not analyze the specification carefully, I did note that you are estimating models that are nonlinear in the coefficients, and that the coefficients of particular interest are quite large. In cases like this where there are singularities, the first thing I do is to try different startin...
by EViews Glenn
Tue Nov 21, 2017 10:36 am
Forum: Estimation
Topic: GMM issue when estimating LR coefficients directly (ECM)
Replies: 6
Views: 377

Re: GMM issue when estimating LR coefficients directly (ECM)

Can you send the workfile along with enough detail on what you are doing so that we can try to replicate the estimation settings?
by EViews Glenn
Mon Nov 20, 2017 10:57 am
Forum: Estimation
Topic: Difference between AR1 and lagged variable coefficients
Replies: 2
Views: 149

Re: Difference between AR1 and lagged variable coefficients

Further, the default AR estimation method is ML.
by EViews Glenn
Mon Nov 20, 2017 10:56 am
Forum: Estimation
Topic: Censored regression Tobit - Forecast. Error Message
Replies: 1
Views: 159

Re: Censored regression Tobit - Forecast. Error Message

For what period do you wish to compute the forecast? [Edit: I took a closer look at the equation while waiting for a response to the original question and noticed that the censoring is specified by indicator variable. As noted in the manual, in this case, you cannot compute the forecasts of the cond...
by EViews Glenn
Fri Nov 17, 2017 11:34 am
Forum: Econometric Discussions
Topic: overlapping graphs
Replies: 1
Views: 173

Re: overlapping graphs

Which Markov switching graph?
by EViews Glenn
Fri Nov 17, 2017 11:32 am
Forum: Estimation
Topic: Cochrane Orcutt
Replies: 9
Views: 386

Re: Cochrane Orcutt

It's actually not iterated Corchrane-Orcutt. It's straight non-linear least squares. In general, this doesn't matter, but sometimes does for instrumental variables. I believe we have a discussion of this in the manual.
by EViews Glenn
Mon Nov 13, 2017 11:15 pm
Forum: Estimation
Topic: Eviews 9 clustered standard errors
Replies: 2
Views: 243

Re: Eviews 9 clustered standard errors

You want White period as this allows for within cross section between period correlation.

Yes. http://www.eviews.com/EViews10/ev10ecest_n.html#cluster
by EViews Glenn
Mon Nov 13, 2017 6:59 pm
Forum: Estimation
Topic: one-way unbalanced random effect model (Swamy/Arora)
Replies: 8
Views: 567

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

( My apologies. I am often too busy to get back here very often and missed your followup posting. I had thought that I had answered the question and I just saw the updated thread today. Please feel free to followup on the discussion with the wider audience at cross validated. ) ------- That said, I ...
by EViews Glenn
Thu Nov 09, 2017 10:44 am
Forum: Bug Reports
Topic: Seasonal autoregression typo
Replies: 1
Views: 115

Re: Seasonal autoregression typo

Yes. We'll get it fixed. Thank you.

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