Search found 6 matches

by Berat
Sat Feb 23, 2019 7:08 am
Forum: Data Manipulation
Topic: Dummy Variables per year
Replies: 12
Views: 7745

Re: Dummy Variables per year

Many thanks for your reply. As I am new in EVIEWs, I might ask some basic question, sorry. After I create the country-time dummy, I get the response of Near Singular Matrix. I suspect that this is because of the dummy variable trap. Do you have any suggestion of how I can drop one Dummy Variable (in...
by Berat
Fri Feb 22, 2019 1:45 pm
Forum: Data Manipulation
Topic: Dummy Variables per year
Replies: 12
Views: 7745

Re: Dummy Variables per year

Hi, I would highly appreciate some help with regard to country year dummy variable. I am running a VAR model and i was suggested to include year dummy and country dummy variable. In addition, i was suggested to include a country-year dummy variable. 1. How i can create a country-year dummy variable?...
by Berat
Tue Dec 25, 2018 8:43 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 19
Views: 16606

Re: Interpreting impulse response functions: Std dev or % ?

Hi Dakila, I am still struggling with my interpretation of the PVAR model. With Choleski decomposition, my variable order is Government Bond Yield (in percentage), Loans to Non-Financial Corporations (in percentage), investment growth rates and GDP growth rates. The IRF derived are with one STD shoc...
by Berat
Thu Jul 26, 2018 3:57 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 19
Views: 16606

Re: Interpreting impulse response functions: Std dev or % ?

Many thanks, Dakila for the reply, highly appreciated.

When STD are used, what is measured on the horizontal axes of the IRF graph? And also, how would one comment the graph in this case - not just the relationship but in terms of the size of the impact?

Thank you very much.
by Berat
Fri Dec 09, 2016 9:29 am
Forum: Estimation
Topic: Pooled Mean Group
Replies: 3
Views: 1444

Re: Pooled Mean Group

Thank you for your prompt reply.

Is there a way to perform these test then?

Regards,
Berat
by Berat
Fri Dec 09, 2016 8:58 am
Forum: Estimation
Topic: Pooled Mean Group
Replies: 3
Views: 1444

Pooled Mean Group

Dear All, I am using PMG from model technique. I am using Eviews 9 and after i run the regression i want to perform some diagnostic test, such as serial correlation, functional form misspecification, heteroscedasticity. However, on the dialogue box that i get after the PMF there are non of these dia...

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