Search found 307 matches

by dakila
Sat May 26, 2018 3:46 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 9
Views: 2504

Re: Dynamic Model Averaging

y_t_ is the transformed dependent variable.
y_t_best is dynamic model selection forecast (best model forecast).
y_t_dma is dynamic model averaging forecast.
by dakila
Tue May 22, 2018 5:44 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 6
Views: 339

Re: LSunit add-in

The bug is fixed. Please update the add-in.
by dakila
Tue May 08, 2018 11:00 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 288

Re: Diebold-Yilmaz index

yes
by dakila
Tue May 01, 2018 7:03 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 288

Re: Diebold-Yilmaz index

The add-in is updated to include the option to save the pairwise spillovers.
by dakila
Wed Apr 25, 2018 4:32 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 4
Views: 288

Diebold-Yilmaz index

This thread is about the dyindex add-in that estimates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.
by dakila
Wed Apr 11, 2018 8:39 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7861

Re: FAVAR add-in

Hi,
It now includes the first difference option (code=2).Please update the favar add-in.
Y axis is in standard deviation unit (0 mean, 1 variance) of untransformed variable.
by dakila
Wed Apr 11, 2018 7:59 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 6
Views: 339

Re: LSunit add-in

could you provide the data?
by dakila
Wed Apr 11, 2018 4:27 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 9
Views: 2504

Re: Dynamic Model Averaging

dma.pdf
(440.18 KiB) Downloaded 21 times
by dakila
Wed Apr 11, 2018 12:12 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 9
Views: 2504

Re: Dynamic Model Averaging

The instruction pdf file is located in C:\Users\...\Documents\EViews Addins\DMA\dma.pdf

code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference
by dakila
Mon Apr 02, 2018 12:51 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 106
Views: 23653

Re: Time varying SVAR

What is the version of Eviews you using?
by dakila
Mon Apr 02, 2018 5:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 106
Views: 23653

Re: Time varying SVAR

Yes, the add-in does not have an option to save the matrices.
by dakila
Mon Apr 02, 2018 1:11 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 106
Views: 23653

Re: Time varying SVAR

primiceri.wf1
(101.27 KiB) Downloaded 19 times
by dakila
Thu Mar 01, 2018 7:25 pm
Forum: Add-in Support
Topic: UCSVM
Replies: 0
Views: 308

UCSVM

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.
by dakila
Mon Feb 19, 2018 11:38 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 117
Views: 22857

Re: Threshold Structural VAR

The add-in computes average IRF for response variable, conditional on being in the upper or lower regime. The identification is recursive. So order of variables is matter.
by dakila
Sun Feb 18, 2018 3:36 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7861

Re: FAVAR add-in

see Killian (1998).

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