## Search found 6 matches

Mon May 14, 2012 4:51 pm
Forum: Econometric Discussions
Topic: cross-section panel data regression
Replies: 1
Views: 2330

### Re: cross-section panel data regression

Hi First, run the equation in the Eviews. Explore the estimation output, i.e., coefficients estimates, p-value , Adj R2 to test usefulness of your model and each variable in the model. If p-values are less than 0.01000 it means that your variables are significant predictor otherwise not. Adj R2 is a...
Mon May 14, 2012 4:46 pm
Forum: Programming
Topic: Rolling regression
Replies: 10
Views: 3632

### Re: Rolling regression

Hi Gareth

Many thanks for your prompt reply. Unfortunately my lack of programming skills, is this equation.@ssr be placed at the end of program?
Sun May 13, 2012 5:38 pm
Forum: Programming
Topic: Rolling regression
Replies: 10
Views: 3632

### Re: Rolling regression

Is the following syntax correct for getting SSR after each regression, where number of obs are 30 months data points and rolling window length 1. I would appreciate your reply thanks
matrix output_ssr{!iwindow}=output{!iwindow}.@ssr
Sat May 12, 2012 4:27 pm
Forum: Programming
Topic: Rolling regression
Replies: 10
Views: 3632

### Rolling regression

Hi I am using the following program taken from this forum to do rolling regression of monthly stocks returns on market index. Each stock has monthly returns data and market return as well (see attached file). The estimation window moves forward one month at a time. !iwindow = 30 !istep = 1 !length =...
Tue Dec 22, 2009 9:14 pm
Forum: Estimation
Topic: Marginal Effects
Replies: 14
Views: 18496

### Re: Marginal Effects

hi I am using Probit estimation and want to get marginal effects. previous posting suggest using command of @dnorm(-xy) and then multiplying with the estimated coefficients. I cannot see this series @dnorm(-xy) in the working file, how to get this series and even If I have it then how to get a singl...
Sun Oct 18, 2009 5:32 pm
Forum: Programming
Topic: Switching regression
Replies: 1
Views: 1754

### Switching regression

Hi, I have obtained the following program for running switching regression from SAS site, I want to run it Eviews 6, can anybody help thanks. :lol: The model requires determining two regimes using an unobserved variable which is function of other independent variables. SAS website has the following ...