Search found 9 matches

by igor
Mon Aug 28, 2017 12:11 pm
Forum: Econometric Discussions
Topic: VAR/VECM for panel data
Replies: 12
Views: 690

Re: VAR/VECM for panel data

Just one suggestion: you can easily make Eviews add-ins based on your codes. It will inrease the usage of them and citation of your papers.
by igor
Sat Aug 26, 2017 3:41 pm
Forum: Econometric Discussions
Topic: VAR/VECM for panel data
Replies: 12
Views: 690

Re: VAR/VECM for panel data

Pedroni. I have tried only this one on Eviews 9.5 and 10. Program makes all calculation and produce three graphs with impulse responses but when starting bootstraping simply stop working without any specific message conserning code error. I suposse that something have change a little bit in Eviews c...
by igor
Fri Aug 25, 2017 3:30 pm
Forum: Econometric Discussions
Topic: VAR/VECM for panel data
Replies: 12
Views: 690

Re: VAR/VECM for panel data

To cgoes:

Very interesting and useful programs! Thanks for these links.
Unfortunately, in the last code (panel VAR) bootstrapping does not work in Eviews 9.5 and 10 (when !boot = 1, Eviews crashes ).
by igor
Thu Aug 03, 2017 11:11 pm
Forum: Econometric Discussions
Topic: ARDL in Eview 9 and 10.
Replies: 5
Views: 296

Re: ARDL in Eview 9 and 10.

So, you need to update your Eviews 9 :!: Currently, long- and short run coefficients and the bounds test are the same in Eviews 9.5 and 10, although the latter has some additional features.
by igor
Mon Jul 17, 2017 11:59 am
Forum: Programming
Topic: Opening Error Correction Form after ARDL
Replies: 1
Views: 141

Opening Error Correction Form after ARDL

How one can open Error Correction Form table after ARDL estimation. It is not a problem to open Long Run Form and Bounds Test table using cointrep command. This is not work with ecreg command that open only initial ARDL eqation, but not Error Correction Form.
by igor
Sun Jul 16, 2017 8:03 am
Forum: Bug Reports
Topic: uroot via command line
Replies: 1
Views: 151

uroot via command line

It seems, command uroot(options) object_name does not work via command line, just open menu for Unit Root Test.
Eviews 10 and 9.5 64-bit
by igor
Mon Nov 28, 2016 11:35 pm
Forum: Bug Reports
Topic: Add-ins for var are not active
Replies: 0
Views: 399

Add-ins for var are not active

Perhaps, small bug after last update (Nov 14. 2016):
show variable --> Proc --> Add-ins --> all available procedures are not active
by igor
Sat Oct 08, 2016 9:08 am
Forum: Bug Reports
Topic: Eviews9 ARDL Cointegrating and Long Run Form
Replies: 9
Views: 1803

Re: Eviews9 ARDL Cointegrating and Long Run Form

For ngantran : The regressions you presented are not the same. There are two variables in the second model that are not included in the first one. So the models are not fully comparable. p.s. Sorry, I was, probably, wrong if these two variables has zero lags. Thus, you question is relevant. For Gar...
by igor
Thu Dec 24, 2015 11:02 am
Forum: Suggestions and Requests
Topic: ARDL bound test
Replies: 19
Views: 10388

Re: ARDL bound test

Dear ecofin, All is OK in Eviews with ARDL bounds test. You can see that in your case the ECM terms in Micrifit and Eviews are different. Why it is so? I recommend you to refer to original Pesaran' paper on ARDL bounds testing and then to run you regressions and tests manually. Then you can compare ...

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