Search found 7 matches

by Krille
Tue Mar 21, 2017 12:17 pm
Forum: Estimation
Topic: Long-run variance and KPSS testing
Replies: 4
Views: 1262

Re: Long-run variance and KPSS testing

Great, I see.

Thank you for the superb answer.

/Krille
by Krille
Thu Feb 02, 2017 4:21 pm
Forum: Econometric Discussions
Topic: Durbin-Wu-Hausman Test
Replies: 3
Views: 1548

Re: Durbin-Wu-Hausman Test

If I recall correctly (you have to check) and read the test in the right way, a small observed value of the test statistic is an indication of OLS being "OK". The procedure should be described in detail in standard econometric books.
by Krille
Sun Jan 15, 2017 12:40 pm
Forum: Estimation
Topic: Panel cointegration
Replies: 3
Views: 1172

Re: Panel cointegration

Ok, I see.

If your p-value is lower than 0.10 then you have one-star significance, lower than 0.05 two-star, and lower than 0.01 three-star-significance.

Hope this can help.

/Krille
by Krille
Sat Jan 14, 2017 3:45 pm
Forum: Estimation
Topic: Panel cointegration
Replies: 3
Views: 1172

Re: Panel cointegration

Can't you use the t-stats ans p-values?

/Krille
by Krille
Sat Jan 14, 2017 2:04 pm
Forum: Estimation
Topic: Dynamic factor model with 2 factors and mixed data
Replies: 1
Views: 1177

Re: Dynamic factor model with 2 factors and mixed data

Looks like an optimization gone numerically wrong. I have few suggestions that might (or might not) work. - Setting priors for state values and covariances can help and can be done by: @mprior v1 @vprior m1 - Initial parameter values can be set (at least for some objects, maybe also the state space ...
by Krille
Tue Dec 13, 2016 11:28 am
Forum: License Manager
Topic: Mac OS version of Eviews?
Replies: 3
Views: 2951

Mac OS version of Eviews?

Is there a MacOS version of EViews (besides the student version)?

/Krille
by Krille
Tue Dec 13, 2016 11:21 am
Forum: Programming
Topic: Displaying object that is in UO but not in WF?
Replies: 3
Views: 1127

Re: Displaying object that is in UO but not in WF?

Ok. I see, my mistake.

Is there any possibility to view e.g. a table of a UO in the user object window by a command (or meny) or do I have to extract the table to the WF first?

Thanks,
K

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