EViews.com

Hi I am using state space model to estimate the income elasticity of imports and price elasticity of imports. I am attaching the file, I am having these difficulties: 1. The standard errors of the coefficients are NA. 2. The smooth state estimates for the price elasticity are constant throughout the...

HI, I need an urgent help about forecasting from dynamic model. I have estimated an ARDL model in eviews and also able to make dynamic forecast out of it. However, what I needed was to use the estimated parameters of eviews ARDL in excel program. But when I develop formula on the basis of the estima...

HI,

I need urgent help in writing eviews model output in excel file. I have estimated an economic model in eviews and now I want that whenever I run the model, its output be automotically be written/transferred to excel. Pleaese can anyone help me to find a way out?

regards,
Khnaqvi

In this case you should be using ARDL approach to cointegration as popolarized by Pesaran et al. (2001). This method has the advantage of using it with a mix of variables that are integrated of different degrees.

Hope it works!

Hassan

I have estiamted an ARDL model in Eviews. From this we can easily derive the long run elasticites as well. However, what I am interested in to have series of elasticiteis over a period of the sample size as well as their respective standard errors. It would be highly appreciated should anyone sugges...

Thanks a lot. It works well. Can you suggest how can I get the standard errors of non linear combinations over a period of time. As a matter of fact I am interested to have recurssive / rolling elasticites. How can I get a series of recrussive elasticites alongwith their respective standard errors. ...

Hi, I have estimated ARDL model and derived long run coefficents. But now I am stuck that how can I estimate the sandard erros of the non linear combinations in eviews? Can anyone help me in deriving the standard errors on non-linear combinations in Eviews. Although in Stata we can compute is by usi...

In time series econometrics it seems necessary to have an idea of changing elasticities over a period of time. In this context, rolling VECM is really very helpful. It would be of great help if an icon is added that computed rolling regression along with rolling VECM automatically.

HI,

I want to run rolling VAR regression in eviews and also to have the standard errors of the rolling coefficents. Please can anyone help me to write a progrm for running rolling regression.

thanks

Hassan