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by EViews Glenn
Fri Jul 28, 2017 4:16 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 185

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: 350

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: 659

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: 659

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: 350

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: 80

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: 350

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: 45280

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: 659

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...
by EViews Glenn
Tue Jul 11, 2017 9:59 am
Forum: Econometric Discussions
Topic: how to do wilcoxon Test
Replies: 1
Views: 84

Re: how to do wilcoxon Test

Have you performed the test yet?
by EViews Glenn
Tue Jul 11, 2017 9:56 am
Forum: Estimation
Topic: Average Cross-sectional Regression in Panel Data Structure
Replies: 9
Views: 350

Re: Average Cross-sectional Regression in Panel Data Structure

Do you have a lot of series in your equation?
by EViews Glenn
Fri Jul 07, 2017 3:18 pm
Forum: Estimation
Topic: State Space Modeling
Replies: 1
Views: 115

Re: State Space Modeling

Sorry I didn't see this until just now.

http://www.eviews.com/help/helpintro.ht ... Views.html

You want your coefficients to be recursive.
by EViews Glenn
Thu Jul 06, 2017 2:16 pm
Forum: Estimation
Topic: State space results differ
Replies: 11
Views: 1302

Re: State space results differ

A fix will appear in the next patch for both 9.5 and 10. Thanks for helping us locate the problem and sorry again for the inconvenience.
by EViews Glenn
Thu Jul 06, 2017 12:04 pm
Forum: Data Manipulation
Topic: imputing missing data in panel/pooled dataset
Replies: 7
Views: 252

Re: imputing missing data in panel/pooled dataset

No. EViews doesn't offer a mode function because the return type would have to be (in general) a vector. And then you couldn't do the @modesby since that has to feed into a series.

There's certainly a way to get at this via programming, but it's not quite as simple as the examples we gave above.

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