Search found 341 matches

by dakila
Sat Dec 15, 2018 6:14 pm
Forum: Add-in Support
Topic: Looking for add-in
Replies: 0
Views: 28

Looking for add-in

This thread is about if you are looking Eviews add-in that implementing a particular procedure or replicating a paper, post your request here.
by dakila
Thu Nov 29, 2018 2:30 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 58
Views: 13467

Re: FAVAR add-in

For example:

Code: Select all

equation eq.ls series01 _facrot1 _facrot2 _facrot3 ffr
by dakila
Wed Nov 28, 2018 8:05 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 58
Views: 13467

Re: FAVAR add-in

You can do this manually
by dakila
Mon Nov 26, 2018 12:58 pm
Forum: Add-in Support
Topic: Generalized FEVD
Replies: 0
Views: 615

Generalized FEVD

This thread is about the GEVD add-in that estimates a new generalized forecast error variance decomposition method of Lanne and Nyberg (2016).
by dakila
Wed Nov 14, 2018 7:52 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 25716

Re: Diebold-Yilmaz index

Could you post the data?
by dakila
Thu Oct 25, 2018 7:21 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 25716

Re: Diebold-Yilmaz index

Change the rolling windows parameter. for example, the following command worked for me

Code: Select all

dyindex(window=60) 2 @ usd_aud usd_cny usd_jpy usd_rub

window=60 - rolling window parameter
by dakila
Wed Oct 24, 2018 6:45 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 25716

Re: Diebold-Yilmaz index

The sample size of time series is too short. So you cannot choose lags greater than 1.
by dakila
Fri Oct 19, 2018 10:31 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 25716

Re: Diebold-Yilmaz index

Could describe the data? Or upload data file?
by dakila
Tue Oct 16, 2018 5:53 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 10304

Re: Favar QUESTION

C:\Users\...\Documents\EViews Addins\FAVAR\favar.pdf
by dakila
Tue Oct 16, 2018 5:52 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 5420

Re: Dynamic Model Averaging

the version 9
by dakila
Mon Oct 08, 2018 2:31 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 25716

Re: Diebold-Yilmaz index

Did you read the instruction document ? (dyindex.pdf file located in add-in folder)
You cant run the add-in from the VAR. You should open it first from Add-ins menu. Or try command line.
by dakila
Thu Oct 04, 2018 4:32 pm
Forum: Econometric Discussions
Topic: Sign Restrictions in eviews
Replies: 2
Views: 988

Re: Sign Restrictions in eviews

Just insert -2 in the Sign restriction vector box or create sign restriction vector :

Code: Select all

vector srv=@fill(-2)
by dakila
Mon Sep 17, 2018 7:52 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 35563

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: 2266

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: 2266

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.

Go to advanced search