Search found 6 matches

by LaPadre
Fri May 11, 2018 10:43 pm
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Re: Long run restrictions for a structural VAR

Fantastic, thanks for the help.
I will go over my identification restrictions more thoroughly and hopefully get some traction on it.
Still very useful to know that my build behaves in this way.
-Alex
by LaPadre
Fri May 11, 2018 12:04 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Re: Long run restrictions for a structural VAR

Thanks for the reply. As I am using a build provided by my university, it may be difficult to get them to update it. The workfile is attached, along with a screen shot of the output. The code is below. var q3svardiff.ls 1 2 dprod de du ec matrix(4,4) a_chol a_chol.fill 1, NA, NA, NA, 0, 1, NA, NA, 0...
by LaPadre
Thu May 10, 2018 2:43 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 519

Re: Long run restrictions for a structural VAR

Hi, I am having an issue with a very similar topic. Eviews does not appear to be implementing my restrictions on the long-run F matrix, or S matrix. I have tried specifying it a number of ways (point & click and programming) and it still does not work. That is, the restrictions are stated at the...
by LaPadre
Sun Dec 04, 2016 10:30 pm
Forum: Bug Reports
Topic: Potential Bug in Stochastic Model Options
Replies: 1
Views: 606

Potential Bug in Stochastic Model Options

Hi, I am building a model object with some behavioural equations and some identities. When setting the stochastic standard deviation of the identities manually using the <[modelname].innov> command I find some odd behaviour. After running my code, when I open the model object and open an identity (t...
by LaPadre
Thu Sep 29, 2016 4:48 pm
Forum: Programming
Topic: group.coint error with exogenous variables
Replies: 0
Views: 1254

group.coint error with exogenous variables

Hi, I am trying to add an exogenous variable (dummy) into an Engle-Granger cointegration test using the group view method. The basic version works fine, but when I add the <@determ dummy> part of the command it results in an error message. gname.coint(method=eg, trend=constant, lag=a, lagtype=aic, p...
by LaPadre
Sun Jul 17, 2016 11:42 pm
Forum: Programming
Topic: ARDL makecoint illegal name error
Replies: 1
Views: 474

ARDL makecoint illegal name error

Hi, The ARDL process 'makecoint' produces an error message that says the series name is an illegal or reserved name. Even running the three lines of code from the help file produces the same error. wfopen http://www.stern.nyu.edu/~wgreene/Text/Edition7/TableF5-2.txt equation eq02.ardl(deplags=3, reg...

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