Search found 480 matches
- Tue Apr 30, 2024 5:55 pm
- Forum: Add-in Support
- Topic: Hamilton-Herrera counterfactual simulation for VARs
- Replies: 0
- Views: 45
Hamilton-Herrera counterfactual simulation for VARs
This thread is about the Hamilton-Herrera add-in that performs counterfactual simulation and test on a VAR object. It requires Eviews version 13.
- Tue Feb 20, 2024 5:17 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 106802
- Sat Feb 10, 2024 10:47 pm
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 106802
Re: Sign Restricted VAR
You can't identify multiple shocks for the srvar add-in.
- Wed Jan 17, 2024 5:26 pm
- Forum: Add-in Support
- Topic: scaled IRF in SVAR
- Replies: 2
- Views: 10519
Re: scaled IRF in SVAR
Could you post the data file? I will try to fix it.
- Thu Dec 21, 2023 11:23 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 5078260
Re: FAVAR add-in
Hi there,
I will update it to fix the compatibility issue soon.
I will update it to fix the compatibility issue soon.
- Thu Nov 09, 2023 8:32 pm
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 374581
Re: Large Bayesian VAR
It works perfectly for Eviews 12-13.
- Mon Oct 09, 2023 4:47 pm
- Forum: Add-in Support
- Topic: SRVAR Error
- Replies: 6
- Views: 78624
Re: SRVAR Error
Command to execute zero restriction is zvar (e.g. zvar=bgcr). If you using dialog box you don't need create a sign restriction vector. Just put a sign index of variables with comma on the sign restriction vector box (e.g. put this +1,+2,+3,-4).
- Sun Oct 08, 2023 5:20 pm
- Forum: Add-in Support
- Topic: SRVAR Error
- Replies: 6
- Views: 78624
Re: SRVAR Error
Did you read the instruction pdf file which is located the add-in folder (e.g. C:\Users\...\Documents\EViews Addins\srvar).
You have to create a vector named constr before to run the command (srvar(const=0, kmax=4) 2 constr @ bgcr bgmr bgph bgih).
For example:
You have to create a vector named constr before to run the command (srvar(const=0, kmax=4) 2 constr @ bgcr bgmr bgph bgih).
For example:
Code: Select all
vector constr=@fill(+1,+2,+3,-4)
- Thu Oct 05, 2023 11:25 pm
- Forum: Add-in Support
- Topic: SRVAR Error
- Replies: 6
- Views: 78624
Re: SRVAR Error
Could you provide the data and command or description of the dialog box?
- Mon Oct 02, 2023 4:56 pm
- Forum: Add-in Support
- Topic: Add-in dyindex
- Replies: 2
- Views: 34346
Re: Add-in dyindex
Now it is fixed. Please update the add-in (check Eviews website).
- Thu Sep 28, 2023 10:06 pm
- Forum: Add-in Support
- Topic: Add-in dyindex
- Replies: 2
- Views: 34346
Re: Add-in dyindex
Yes, this problem is specific to Eviews 13. I will fix it soon.
- Wed Aug 09, 2023 1:35 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 374581
Re: Large Bayesian VAR
Variable surpdef has missing values (N) from 2000q1 to 2000q3. If change the sample="2000q4 2023q1" for example: lbvar(estimate=1, sample="2000q4 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q4 2010q4" , pand=1, dummy="d...
- Thu Aug 03, 2023 6:13 pm
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 374581
Re: Large Bayesian VAR
It should work with quaterly data. Could you provide the data and instruction?
- Mon Jul 31, 2023 2:06 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 374581
Re: Large Bayesian VAR
Sorry, I forget. I already included the option to save the coefficients. Command is save=1.
For example:
The coefficients are saved into beta_coef matrix.
For example:
Code: Select all
lbvar(lambda=0.108, tau=1.08, sample="1961m1 2002m12", save=1) 13 irw ffr @ emp cpi .... exr
The coefficients are saved into beta_coef matrix.
- Fri Jul 28, 2023 5:25 pm
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 374581
Re: Large Bayesian VAR
No. I will try to include this option to get the coefficients soon.