Search found 6 matches
- Sat Feb 23, 2019 7:08 am
- Forum: Data Manipulation
- Topic: Dummy Variables per year
- Replies: 12
- Views: 18250
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...
- Fri Feb 22, 2019 1:45 pm
- Forum: Data Manipulation
- Topic: Dummy Variables per year
- Replies: 12
- Views: 18250
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?...
- Tue Dec 25, 2018 8:43 am
- Forum: Econometric Discussions
- Topic: Interpreting impulse response functions: Std dev or % ?
- Replies: 21
- Views: 64690
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...
- Thu Jul 26, 2018 3:57 am
- Forum: Econometric Discussions
- Topic: Interpreting impulse response functions: Std dev or % ?
- Replies: 21
- Views: 64690
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.
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.
- Fri Dec 09, 2016 9:29 am
- Forum: Estimation
- Topic: Pooled Mean Group
- Replies: 3
- Views: 3843
Re: Pooled Mean Group
Thank you for your prompt reply.
Is there a way to perform these test then?
Regards,
Berat
Is there a way to perform these test then?
Regards,
Berat
- Fri Dec 09, 2016 8:58 am
- Forum: Estimation
- Topic: Pooled Mean Group
- Replies: 3
- Views: 3843
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...