Search found 7 matches
- Wed Aug 21, 2019 2:06 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 359677
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...
- Wed Aug 21, 2019 1:51 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 359677
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
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
- Mon Apr 08, 2019 8:16 am
- Forum: Econometric Discussions
- Topic: Quantile Cointegration
- Replies: 0
- Views: 3548
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. ...
- Sat Dec 16, 2017 2:59 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 275995
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
Regards
- Wed Dec 06, 2017 8:23 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 275995
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
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
- Mon Jul 17, 2017 2:05 pm
- Forum: Programming
- Topic: time-varying cointegration
- Replies: 1
- Views: 2910
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.
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.
- Mon Dec 14, 2015 8:32 am
- Forum: Add-in Support
- Topic: STAR Package Problem
- Replies: 0
- Views: 4131
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
Best Regards