Search found 329 matches

by dakila
Mon Sep 17, 2018 7:52 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 120
Views: 26069

Re: Threshold Structural VAR

Sorry, no.
by dakila
Tue Aug 28, 2018 12:25 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Re: Panel SVAR

Try to update the eviews 10 and try update the psvar add-in to the version 2.0. It is not possible to do Granger causality test using the psvar add-in.
by dakila
Mon Aug 27, 2018 5:43 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Re: Panel SVAR

What is the version of eviews you use? It works for my eviews.
For example, the following command is working:
psvar(ident=1, horinzon=10, vd=1) 5 @ dlntfp dlnhc

You do not need to take the first difference. The add-in automatically will take the first difference.
by dakila
Thu Aug 16, 2018 7:19 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3269

Re: Large Bayesian VAR

Unlike the traditional impulse response analysis, GIRF does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR. In other words, the definition of GIRF is different from Cholesky IRF.
by dakila
Wed Aug 08, 2018 4:20 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3269

Re: Large Bayesian VAR

The lbvar add-in is updated. It now includes the generalized IRF and option to save IRF.
by dakila
Wed Aug 08, 2018 4:17 pm
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Re: Panel SVAR

The add-in document (psvar.pdf) and example(psvar_ex1.prg) are located in folder C:\Users\...\Documents\EViews Addins\Psvar.
by dakila
Wed Aug 08, 2018 2:34 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3269

Re: Large Bayesian VAR

Yep
by dakila
Wed Aug 08, 2018 1:24 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3269

Re: Large Bayesian VAR

1. Is the model estimated following the hierarchical approach of Giannone et al (2012) in their paper prior selection for vector autoregressions? No. 2. Are the impulse responses formulated in the same manner as the Banbura et al paper which is referenced in the add in doc? I.e. can we specify slow...
by dakila
Wed Aug 08, 2018 12:08 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Re: Panel SVAR

Could you send the command or description of the date file or data file?
by dakila
Fri Aug 03, 2018 2:00 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Re: Panel SVAR

The psvar add-in is updated. It now includes variance decomposition analysis.
by dakila
Thu Jul 26, 2018 5:00 pm
Forum: Add-in Support
Topic: Panel SVAR
Replies: 11
Views: 871

Panel SVAR

This thread is about the psvar add-in that estimates Panel SVAR of Pedroni (2013).
by dakila
Thu Jul 26, 2018 4:33 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 18
Views: 11510

Re: Interpreting impulse response functions: Std dev or % ?

It depends on your variable unit. For example, if the bond yield is in % then the horizontal axes is measured in %
by dakila
Wed Jul 25, 2018 8:56 pm
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 18
Views: 11510

Re: Interpreting impulse response functions: Std dev or % ?

1. When STD is used, can i say that one STD is equal to 1% of the dependent variable (in my case Bond Yields)? No. 2. When using SIRF add-in, what should i include in Impulse variable dialogue box? Just put one variable, for example just put bond yield variable. Multiple variables are not allowed. ...
by dakila
Wed Jul 25, 2018 3:03 pm
Forum: Add-in Support
Topic: UCSVM
Replies: 2
Views: 786

Re: UCSVM

I will try to add that option. thanks for the comment.
by dakila
Wed Jul 25, 2018 3:01 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 17
Views: 3555

Re: Dynamic Model Averaging

ok

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