Search found 4 matches

by alexl
Wed May 15, 2019 2:26 pm
Forum: Econometric Discussions
Topic: Switching - Mixed Frequency VAR
Replies: 3
Views: 200

Re: Switching - Mixed Frequency VAR

Dear Gareth, thank you for your prompt answer. Let me share more details on my problem. As you said, there are two, separate, estimation types (Switching vs Mixed FRequency). I have mixed frequency data, hence I was using the MF-VAR. However I was thinking about 2 possible switching regimes. Therefo...
by alexl
Mon May 13, 2019 12:55 am
Forum: Econometric Discussions
Topic: Switching - Mixed Frequency VAR
Replies: 3
Views: 200

Switching - Mixed Frequency VAR

Dear Sirs, In Eviews 11 when I choose "VAR estimation", the VAR specification window pops-up; then I choose "Switching VAR" as the "VAR type". In the Switching VAR, Eviews lets me put high-frequency variables and low-frequency variables (in the exogenous/endogenous vari...
by alexl
Tue Oct 18, 2016 4:08 am
Forum: Estimation
Topic: midas estimation
Replies: 2
Views: 1389

Re: midas estimation

Nice point. Thank you very much! I'll check the applicability to my research and I'll try.
Thank you again!
by alexl
Sat Apr 30, 2016 7:46 am
Forum: Estimation
Topic: midas estimation
Replies: 2
Views: 1389

midas estimation

Dear Sirs, I am starting to approach midas estimates (eviews 9.5). I am not interested in forecasting. In a traditional PDL least squares estimation I find: - the PDL coefficients, with the usual set of information (standard error, t-statistics, prob.) for the PDL coefficients (coefficients "ga...

Go to advanced search