Search found 271 matches

by dakila
Tue Dec 12, 2017 5:34 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 108
Views: 16721

Re: Threshold Structural VAR

If you have missing observations then adjust the sample size.
by dakila
Wed Dec 06, 2017 4:17 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 108
Views: 16721

Re: Threshold Structural VAR

Not yet.
by dakila
Fri Dec 01, 2017 4:00 pm
Forum: Suggestions and Requests
Topic: matrix built-in functions
Replies: 0
Views: 77

matrix built-in functions

I need the following built-in functions. It will make my life much easier.

1. sequential number function in matrix form. For example, something like gauss seqa function.
2. cumulative sum function in matrix form. For example, something like matlab cumsum function.
by dakila
Mon Nov 27, 2017 10:34 am
Forum: Add-in Support
Topic: Link of Add-in BNfilter
Replies: 1
Views: 115

Re: Link of Add-in BNfilter

You have to ask question in the BN filter add-in thread. Could you (moderator) fix the problem?
by dakila
Wed Nov 22, 2017 2:55 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 19
Views: 1277

Re: Large Bayesian VAR

What is your Eviews version? Can you run a example of the lbvar add-in? Sample size should not include the missing observations. Training sample should be at least 30-40.
by dakila
Tue Nov 21, 2017 4:07 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 19
Views: 1277

Re: Large Bayesian VAR

Did you create random walk prior vector before the estimation?
Could you provide the data file and description of the model?
by dakila
Mon Nov 20, 2017 2:08 pm
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 39
Views: 5136

Re: Favar QUESTION

Note that the figures report impulse responses in standard deviation units.
by dakila
Fri Nov 17, 2017 5:52 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 241

Re: BN filter

Thanks. It's working now.
by dakila
Fri Nov 17, 2017 4:50 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 241

Re: BN filter

I cannot download the add-in.
by dakila
Fri Nov 17, 2017 4:46 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 241

BN filter

This thread is about the BNFilter add-in that estimates the BN decomposition to impose a low signal-to-noise ratio.
by dakila
Thu Nov 16, 2017 7:31 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 108
Views: 16721

Re: Threshold Structural VAR

No
by dakila
Fri Oct 20, 2017 5:16 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 108
Views: 16721

Re: Threshold Structural VAR

Hello Edgar,

You can do it easily. For example, first estimate VAR model using the following code or the dialog box:

Code: Select all

smpl 1960q1 1997q3 if d1=1
var var01.ls 1 4 d1gdp d1pgdp fyff cpbill1

Then use eviews VAR model test.
by dakila
Tue Oct 17, 2017 6:30 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 19
Views: 1277

Re: Large Bayesian VAR

If you have the missing observations because of the first order difference, then you should adjust the sample size.
by dakila
Fri Oct 13, 2017 3:13 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 19
Views: 1277

Re: Large Bayesian VAR

You should put the irw vector into the Random walk prior box.
by dakila
Thu Oct 12, 2017 3:48 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 19
Views: 1277

Re: Large Bayesian VAR

You need to create the vector for Random walk prior box. For example: vector irw=@zeros(10) If fifth variable is non-stationary then irw(5)=1 You manually entered lambda and tau. So you don't need to fit evaluation variables. If you choose grid search then you need the fit evaluation variables. Fit ...

Go to advanced search