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by dakila
Wed Aug 08, 2018 4:20 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 25
Views: 2753

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: 6
Views: 289

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: 25
Views: 2753

Re: Large Bayesian VAR

Yep
by dakila
Wed Aug 08, 2018 1:24 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 25
Views: 2753

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: 6
Views: 289

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: 6
Views: 289

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: 6
Views: 289

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: 10865

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: 10865

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: 601

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: 3183

Re: Dynamic Model Averaging

ok
by dakila
Tue Jul 24, 2018 3:50 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 17
Views: 3183

Re: Dynamic Model Averaging

Could you post the data? Or send it in private message?
by dakila
Tue Jul 24, 2018 8:38 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 17
Views: 3183

Re: Dynamic Model Averaging

sorry I don't understand your question. What is the original variable. Is it left hand-side variable(y_t)? take an example.
in the future I will try to include the changing coefficients.
by dakila
Tue Jul 24, 2018 7:44 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 17
Views: 3183

Re: Dynamic Model Averaging

That is bug in the add-in. I will fix it soon.
by dakila
Thu Jun 28, 2018 6:00 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 8
Views: 598

Re: LSunit add-in

There is no option to choose the information criteria. It uses t statistic to select lag length.

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