Search found 3 matches

by cmsandov
Wed Mar 15, 2017 5:11 pm
Forum: Add-in Support
Topic: Bai and Ng (2002,2004) common & idiosyncratic factors
Replies: 0
Views: 3749

Bai and Ng (2002,2004) common & idiosyncratic factors

Hi there, I hope you are keeping well. Please, I need help regarding the following codes: i) Bai, J. y S. Ng (2002). “Determining the Number of Factors in Approximate Factor Models.” Econometrica 70(1): 191-221 and ii) Bai, J. y S. Ng (2004). “A PANIC Attack on Unit Roots and Cointegration.” Econome...
by cmsandov
Sun Oct 30, 2016 7:05 am
Forum: Programming
Topic: Weekly data
Replies: 3
Views: 3670

Re: Weekly data

Hi, many thanks for your response. however, it is not working. It is weird because recently I have been using eviews 9.5 and I entered monthly, quarterly and daily data using create and read (i used to write this line using eviews 5....) wfopen w 1/05/2007 10/21/2016 smpl 1/05/2007 10/21/2016 wfopen...
by cmsandov
Sat Oct 29, 2016 6:28 am
Forum: Programming
Topic: Weekly data
Replies: 3
Views: 3670

Weekly data

Hi there, I'm sorry to bother you but, I have tried to enter weekly data in my program (Garch model) but I have couldn't. below my lines: create w 1/05/2007 10/21/2016 smpl 1/05/2007 10/21/2016 read(b2,s=Hoja1,) "C:\Users\User\Desktop\report 1\db_prices.xls" 2 !estimacion=1 On the contrary...

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