## Search found 32 matches

Tue Oct 16, 2018 8:59 am
Forum: Data Manipulation
Topic: Spool - screen width
Replies: 1
Views: 119

### Re: Spool - screen width

Try this:

Code: Select all

`spool.graphmode(type=fixed) X`

where "X" stands for some number in inches.

Otherwise, try this:

Code: Select all

`spool.graphmode(type=variable)`
Mon Oct 15, 2018 3:16 pm
Forum: Estimation
Topic: how does eviews compute pca scores; pc1= index?
Replies: 2
Views: 146

### Re: how does eviews compute pca scores; pc1= index?

In broad strokes, EViews performs the following steps: 1. Compute correlation/covariance matrix (depending on specification chosen), and the default scaling is 1/n as opposed to 1/(n-1). This makes no difference asymptotically, of course. 2. Compute eigenvectors and eigenvalues from the correlation/...
Fri May 04, 2018 9:24 am
Forum: Econometric Discussions
Topic: Trouble with Critical Bounds in ARDL Model
Replies: 1
Views: 319

### Re: Trouble with Critical Bounds in ARDL Model

Hi SANhedrin, I just looked a bit more carefully into your request. The reason that -1 appears is because the Narayan (2005) Applied Economics paper, "The saving and investment nexus for China: evidence from cointegration tests", from which the Narayan tables are obtained, does not support...
Wed Nov 08, 2017 3:31 pm
Forum: Econometric Discussions
Topic: OLS with Newey West(HAC) Covariance method
Replies: 1
Views: 653

### Re: OLS with Newey West(HAC) Covariance method

The statistic next to the F-statistic entry is the usual F-statistic using no HAC adjustment. Thus, the variance of the parameter estimate is sigma^2(X'X)^(-1). The statistic next to the Wald F-statistic entry is the F-statisitc using the HAC variance adjustment. You can adjust the nature of the HAC...
Sun Oct 22, 2017 11:04 am
Forum: Suggestions and Requests
Topic: Wavelet Transform
Replies: 2
Views: 1251

### Re: Wavelet Transform

Thu Sep 14, 2017 8:17 am
Forum: Econometric Discussions
Topic: Heteroskedasticity test
Replies: 2
Views: 724

### Re: Heteroskedasticity test

The White test is in many ways a pecial case of the BPG test. Both tests are appropriate, but the BPG allows more flexibility in modelling the nature of heteroscedasticity by explicitly specifying its functional form.
Tue Sep 05, 2017 8:20 pm
Forum: Econometric Discussions
Topic: I(1),I(0) and cointegration
Replies: 3
Views: 1023

### Re: I(1),I(0) and cointegration

Actually, we have our own three part blog series on ARDL estimation, and your are strongly encouraged to read it. http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html?m=1 http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl_8.html?m=1 http://blog.eviews.com/2017/05/a...
Wed Aug 30, 2017 3:42 pm
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 3
Views: 1006

### Re: Trend-stationarity and cointegration

Have a look at this document to help you out. Indeed, two trend stationary variables can be co-integrated. What happens, however, is that the cointegrating relationship purges the effect of the deterministic trend. If this was not the case, it would imply the presence of a trend in the cointegrating...
Tue Aug 29, 2017 11:17 am
Forum: Econometric Discussions
Topic: AR and lagged dependent variables
Replies: 2
Views: 881

### Re: AR and lagged dependent variables

OLS Is just an estimation method which may or may not produce consistent estimates. Although I'm not sure of which mostly in particular you refer to in your post, I am almost certain that the inclusion of an AR(1) term in your regression will not invalidate (in terms of consistency) the OLS estimato...
Fri Aug 11, 2017 12:06 pm
Forum: Estimation
Topic: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Replies: 3
Views: 1123

### Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

The procedures of which you speak are generally termed "second generation" panel models. At the moment, these are not available in EViews. Nevertheless, they are on our to-do list and will be introduced in a future release.
Thu Aug 03, 2017 6:58 pm
Forum: Econometric Discussions
Topic: ARDL in Eview 9 and 10.
Replies: 5
Views: 1758

### Re: ARDL in Eview 9 and 10.

Please refer to our three part blog post on ARDL estimation. Virtually all of your questions will be answered there if you take the time to study the material carefully. Part 1: http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html Part 2: http://blog.eviews.com/2017/05/autoregress...
Thu Aug 03, 2017 6:52 pm
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 2299

### Re: ARDL/ Wald Test Restrctions on Long Run Parameter

You mean Eviews does not have the capability to conduct a long run Wald test using these variables or any other variables at this time? No! EViews has the capacity to do almost anything you want, however, it may not be automated at the moment and you may have to write the program yourself. What I m...
Thu Aug 03, 2017 10:23 am
Forum: Econometric Discussions
Topic: URGENT ARDL interpretation Issue
Replies: 6
Views: 1731

### Re: URGENT ARDL interpretation Issue

NipNip wrote:Does this mean that the coeficient of D(inv) is equal to zero?

-0.117421 INV** = -0.117421 INV(-1) + 0 D(INV).

No! It means the coefficient on D(INV) is the same as for INV(-1). In other words, -0.117421. I made that explicit in my previous post.
Thu Aug 03, 2017 7:48 am
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 2299

### Re: ARDL/ Wald Test Restrctions on Long Run Parameter

Unsure of how to go about this...in re-estimating the ECM, are we to create new variables series to do that? I have a similar issue and I am trying to conduct Long Run Wald test to test for asymmetry on some partial sum first differenced variables similar to the Shin et al. (2014) technique. I have...
Wed Aug 02, 2017 11:57 am
Forum: Programming
Topic: Filling a matrix with data from panel series
Replies: 2
Views: 736

### Re: Filling a matrix with data from panel series

I believe this should do it. I've commented the code. Should be clear. smpl @all 'set full sample stom(trade_flow,vtf) 'convert trade flow to vector svector vtfunique = @uniquevals(vtf) 'get unique values of trade flow %tfalpha = @wjoin(vtfunique) 'make string of unique trade flows stom(comm_code, v...