Search found 337 matches

by dakila
Wed Nov 14, 2018 7:52 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 15
Views: 12901

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: 12901

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: 12901

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: 12901

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: 8787

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: 4448

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: 12901

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: 497

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: 122
Views: 29389

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: 1565

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: 1565

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: 4203

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: 4203

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: 1565

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: 4203

Re: Large Bayesian VAR

Yep

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