EViews.com

That is not possible for this version. I will try to include it to the next version.

Do you mean impulse response to exogenous variable shock in VARX model?

The following code works for me:

Just put one variable in the impulse variable box. if you upgrade your Eviews 11 to Eviews 12 there is built-in procedure of Kilian bootstrap.

I am not sure about your question. You should ask the question from authors of paper: Shuping Shi or Peter Phillips

You should create variables before the estimation. For example:

Do not use expression such as log and difference.

Please describe the specification of VAR model.

C:\Users\...\Documents\EViews Addins\tvgc

Please send me your data. Next time, you should ask question on the Kilian add-in thread

can you run the example file (tvgc_ex.prg)?

This thread is about the TVGC add-in that estimates subsample tests (a forward recursive algorithm, a rolling window algorithm, and a recursive evolving algorithm) of Granger causality within a lag-augmented vector autoregressive framework (pleases see Shuping, Hurn and Phillips, 2020).

It requires the version 12.

This thread is about the Morley-Wong decomposition add-in that estimates the trend and cycle of a time series given a large information set using the Beveridge-Nelson decomposition based on a large Bayesian vector autoregression.

Hi,

I think that there is the multicollinearity problem. The correlation coefficient between incgini and consgii is 0.78.

Hi,

You are right. You already did it manually. That is only possible way to get the net spillover index. I will update it sometimes later.