Search found 7 matches

by ege_man
Wed Aug 21, 2019 2:06 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 110
Views: 43223

Re: Time varying SVAR

Dear I am able to run the code but responses are not plotted due to illegal date warning even I modified the dates for my study. Can I introduce more than three dates in the dtsel vector? I just run the replication file of Primiceri (2005) you posted before get the same illegal date warning again. C...
by ege_man
Wed Aug 21, 2019 1:51 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 110
Views: 43223

Re: Time varying SVAR

Dear
I recently had the latest version of Eviews 11 but encounter the following error when I run time varying SVAR addin with my data.

Error 14 in encrypted program
by ege_man
Mon Apr 08, 2019 8:16 am
Forum: Econometric Discussions
Topic: Quantile Cointegration
Replies: 0
Views: 654

Quantile Cointegration

I was looking for the code of the following papers related to estimation of Quantile cointegrating regression. Kuriyama, N. (2015). Testing cointegration in quantile regressions with an application to the term structure of interest rates. Studies in Nonlinear Dynamics & Econometrics, 20(2), pp. ...
by ege_man
Sat Dec 16, 2017 2:59 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 48104

Re: Threshold Structural VAR

I opened the prg file of the but it is encrypted, i would like to just tabulate the results or graph just positive responses. Is it possible to remove negative responses in the graph?
Regards
by ege_man
Wed Dec 06, 2017 8:23 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 48104

Re: Threshold Structural VAR

Dear
I estimate a threshold VAR model using this addin but I would like to print them into table to see the differences in the upper and lower regimes. But the results are just presented in terms of Figure. Is there command for this?
Thanks for your help
by ege_man
Mon Jul 17, 2017 2:05 pm
Forum: Programming
Topic: time-varying cointegration
Replies: 1
Views: 1014

time-varying cointegration

Dear
Is there any available code for the following referenced paper?

Park, Joon Y. and Hahn, Sang B., 1999. Cointegrating Regressions With Time Varying Coefficients, Econometric Theory, 15(05), 664-703.
by ege_man
Mon Dec 14, 2015 8:32 am
Forum: Add-in Support
Topic: STAR Package Problem
Replies: 0
Views: 2307

STAR Package Problem

I am using eviews version 9. I tried to install star package to estimate smooth transition regression models. But the package is not loaded even I get the response of "installed or uptdated succesfully" after the installation.
Best Regards

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