Search found 8 matches

by Philippe Rous
Thu Mar 12, 2015 7:34 am
Forum: Programming
Topic: solving an equation involving an integral
Replies: 1
Views: 2469

solving an equation involving an integral

Hi everybody ! (X, Y) are jointly distributed as Normal(mux, muy, Omega). mux, muy and omega are known. Let pdf(x,y) the normal bivariate probability distribution function of (X,Y) I have to solve for the unknown parameter "a" in the attached equation where all is known but "a" I...
by Philippe Rous
Wed Jan 28, 2015 10:44 am
Forum: Bug Reports
Topic: variance inflation factor
Replies: 2
Views: 3984

Re: variance inflation factor

all is clear now !!! Thanks a lot !
by Philippe Rous
Wed Jan 28, 2015 1:25 am
Forum: Bug Reports
Topic: variance inflation factor
Replies: 2
Views: 3984

variance inflation factor

Hi everybody ! Why don't we get the same thing for the (centered) variance inflation factor of a given coefficient 1/ when we use the ready to use VARINF instruction 2/ when we compute this (centered) variance inflation factor "by hand" according to the help content : "The centered VI...
by Philippe Rous
Wed Nov 28, 2012 4:00 am
Forum: Bug Reports
Topic: IV Diagnostic & Test
Replies: 1
Views: 3249

IV Diagnostic & Test

Hi ! When running an Instrument Orthogonality C-test (after estimating an equation with IV or GMM), I think that, in the output window, what is named "Unrestricted Test Equation" is rather a Restricted one... is not it ???

Best regards

Phil
by Philippe Rous
Fri Mar 09, 2012 7:18 am
Forum: Econometric Discussions
Topic: Explaining a proportion
Replies: 0
Views: 2051

Explaining a proportion

Dear all, I want to build up a model explaining a variable Y which can take any value between 0 and 1 (it may be a proportion or an efficiency score...). My problem is quite different from the one for which Y would be a truncated variable where Y could take some unobservale value out of [0, 1] range...
by Philippe Rous
Tue Sep 21, 2010 12:56 am
Forum: Estimation
Topic: panel system using GMM
Replies: 1
Views: 2865

panel system using GMM

Hi Gareth ! I want to estimate a two equations model with panel data (N = 10, T = 5) Y1 and Y2 are the endogenous ; X1 and X2 are the exogenous ; D_1, D_2,... , D_10 are individual dummies The equations are : Equation: Y1 = DUM1(1) * D_1 + DUM1(2) * D_2 + DUM1(3) * D_3 + DUM1(4) * D_4 + DUM1(5) * D_...
by Philippe Rous
Mon Jan 25, 2010 8:09 am
Forum: License Manager
Topic: Availability of Eviews 7 license manager CD rom
Replies: 7
Views: 41154

Availability of Eviews 7 license manager CD rom

Hi Gareth ! At the present time, we have two site license for Eviews 6 (10 and 100 concurrent users). We received an upgrade for EViews7... but were is License Manager CD ? Can we use the old one (Eviews6 License Manager CD) ? And have we to uninstall Eviews 6 prior to Eviews 7 installation ? Thanks...
by Philippe Rous
Thu Nov 13, 2008 10:02 am
Forum: Programming
Topic: normal bivariate random generator
Replies: 3
Views: 10054

normal bivariate random generator

Hi everyone !

Is there some mean to get a random sample from a Normal Bi-variate distribution (known means, std.dev. and rho) ?

Thank you !

Regards

Phil

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