Search found 348 matches

by dakila
Wed Feb 06, 2019 4:34 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 30
Views: 6198

Re: Large Bayesian VAR

You should upgrade the eviews to version 10.
by dakila
Wed Feb 06, 2019 4:28 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 44871

Re: Bayesian VAR

Try the lbvar add-in. it can handle 54 variables.
by dakila
Tue Jan 29, 2019 11:57 pm
Forum: Econometric Discussions
Topic: Unit Root Tests with structural breaks
Replies: 1
Views: 82

Re: Unit Root Tests with structural breaks

Try LSunit add-in.
by dakila
Tue Jan 29, 2019 6:09 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 60
Views: 15098

Re: FAVAR add-in

That option is not yet available. I will try to do it.
by dakila
Tue Jan 22, 2019 4:53 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 20
Views: 26896

Re: Diebold-Yilmaz index

What is the eviews version you are using? Can you run example program dyindex_ex1.prg?
If you have the old version, try to upgrade it to the version 10.
by dakila
Wed Jan 16, 2019 1:14 am
Forum: Add-in Writing area
Topic: number of scaled factor in IRF in sirf add-in
Replies: 1
Views: 293

Re: number of scaled factor in IRF in sirf add-in

Yes, you can create one SD negative shocks. Just insert the scale factor. For example, -0.31
by dakila
Sat Dec 15, 2018 6:14 pm
Forum: Add-in Support
Topic: Looking for add-in?
Replies: 0
Views: 338

Looking for add-in?

This thread is about if you are looking for 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: 60
Views: 15098

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: 60
Views: 15098

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: 1
Views: 862

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: 20
Views: 26896

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: 20
Views: 26896

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: 20
Views: 26896

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: 20
Views: 26896

Re: Diebold-Yilmaz index

Could describe the data? Or upload data file?

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