Thank you for your reply. I am deeply appreciated with your help.
Many Thanks.
Search found 8 matches
- Tue Mar 16, 2021 7:17 am
- Forum: Add-in Support
- Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
- Replies: 8
- Views: 21950
- Sat Mar 13, 2021 7:18 am
- Forum: Add-in Support
- Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
- Replies: 8
- Views: 21950
Re: DCC-(R)GARCH add-in
Thank you for providing the DCC-GARCH add-in.
May I know is there any problem if I obtained a negative significant DCC coefficient? If yes, how should I fix this problem?
Thank you
Pascalle
May I know is there any problem if I obtained a negative significant DCC coefficient? If yes, how should I fix this problem?
Thank you
Pascalle
- Mon Mar 02, 2020 5:13 am
- Forum: Add-in Support
- Topic: ARW add-in
- Replies: 15
- Views: 40114
Re: ARW add-in
Dear Dakila,
Thank you for your help.
Pascal
Thank you for your help.
Pascal
- Fri Feb 28, 2020 7:25 pm
- Forum: Add-in Support
- Topic: ARW add-in
- Replies: 15
- Views: 40114
Re: ARW add-in
Dear dakila,
May I know how can I obtain the forecast error of variance decomposition with its long horizon?
Thank you
Pascal
May I know how can I obtain the forecast error of variance decomposition with its long horizon?
Thank you
Pascal
- Mon Feb 24, 2020 3:10 pm
- Forum: Add-in Support
- Topic: ARW add-in
- Replies: 15
- Views: 40114
Re: ARW add-in
Dear dakila,
Thank you for your reply. I am using version 10.
Pascal
Thank you for your reply. I am using version 10.
Pascal
- Thu Feb 20, 2020 10:09 am
- Forum: Add-in Support
- Topic: ARW add-in
- Replies: 15
- Views: 40114
Re: ARW add-in
Hi,
I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:
Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.
May I know how can I fix this problem?
Thank you
Pascal
I just run the ARW add-in with the data provided in the add-in file. However, it shows the following warning:
Error 17 in encrypted program, and there is no any output about Figure 6: Importance Sampler Output.
May I know how can I fix this problem?
Thank you
Pascal
- Thu Oct 05, 2017 12:45 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 359740
Re: Time varying SVAR
Hi,
I am learning the TVsvar model. I got the output: matrix a,b, h and v, respectively after estimating a 3-variables . There are many observations inside each matrix. May I know what do those matrices stand for?
Thanks
Pascal
I am learning the TVsvar model. I got the output: matrix a,b, h and v, respectively after estimating a 3-variables . There are many observations inside each matrix. May I know what do those matrices stand for?
Thanks
Pascal
- Tue Jul 05, 2016 10:18 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 359740
Re: Time varying SVAR
Hi, I am using eviews 8 to estimate the TVC-SVAR model with monthly data 2000m1 to 2015m12. There was an error message: "Sizes do not match in matrix function" during estimation. May I know how can I fix this problem? And what does the "y01" represent? I find many papers using 40...