Found the problem. The series where the results are saved were not entirely erased when re-estimating. That was why there was "too many" estimates. Sorry about the confused question.
/K
Search found 9 matches
- Mon Jan 27, 2020 10:36 am
- Forum: Estimation
- Topic: Recursive residuals
- Replies: 1
- Views: 4255
- Sun Jan 26, 2020 3:48 am
- Forum: Estimation
- Topic: Recursive residuals
- Replies: 1
- Views: 4255
Recursive residuals
Hi, I have a question on recursive estimation, concerning residuals and coefficients. The example concerns a simple OLS with two independent variables (no intercept). In recursive residuals estimation, y_t-x_t*beta_{t-1} is used according to the documentation (equation 25.42 at http://www.eviews.com...
- Tue Mar 21, 2017 12:17 pm
- Forum: Estimation
- Topic: Long-run variance and KPSS testing
- Replies: 4
- Views: 4794
Re: Long-run variance and KPSS testing
Great, I see.
Thank you for the superb answer.
/Krille
Thank you for the superb answer.
/Krille
- Thu Feb 02, 2017 4:21 pm
- Forum: Econometric Discussions
- Topic: Durbin-Wu-Hausman Test
- Replies: 3
- Views: 5557
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.
- Sun Jan 15, 2017 12:40 pm
- Forum: Estimation
- Topic: Panel cointegration
- Replies: 3
- Views: 4073
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
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
- Sat Jan 14, 2017 3:45 pm
- Forum: Estimation
- Topic: Panel cointegration
- Replies: 3
- Views: 4073
Re: Panel cointegration
Can't you use the t-stats ans p-values?
/Krille
/Krille
- Sat Jan 14, 2017 2:04 pm
- Forum: Estimation
- Topic: Dynamic factor model with 2 factors and mixed data
- Replies: 1
- Views: 3815
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 ...
- Tue Dec 13, 2016 11:28 am
- Forum: License Manager
- Topic: Mac OS version of Eviews?
- Replies: 3
- Views: 25539
Mac OS version of Eviews?
Is there a MacOS version of EViews (besides the student version)?
/Krille
/Krille
- Tue Dec 13, 2016 11:21 am
- Forum: Programming
- Topic: Displaying object that is in UO but not in WF?
- Replies: 3
- Views: 3814
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
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