Search found 23 matches

by EViews Mirza
Fri Aug 11, 2017 12:06 pm
Forum: Estimation
Topic: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Replies: 3
Views: 148

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.
by EViews Mirza
Thu Aug 03, 2017 6:58 pm
Forum: Econometric Discussions
Topic: ARDL in Eview 9 and 10.
Replies: 5
Views: 183

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...
by EViews Mirza
Thu Aug 03, 2017 6:52 pm
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 579

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...
by EViews Mirza
Thu Aug 03, 2017 10:23 am
Forum: Econometric Discussions
Topic: URGENT ARDL interpretation Issue
Replies: 5
Views: 236

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.
by EViews Mirza
Thu Aug 03, 2017 7:48 am
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 579

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...
by EViews Mirza
Wed Aug 02, 2017 11:57 am
Forum: Programming
Topic: Filling a matrix with data from panel series
Replies: 2
Views: 122

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...
by EViews Mirza
Wed Jul 26, 2017 6:48 am
Forum: Estimation
Topic: Estimating Value at Risk
Replies: 1
Views: 70

Re: Estimating Value at Risk

We will describe how to do a Monte Carlo experiment in an upcoming blog post. That would certainly help you get started.
by EViews Mirza
Mon Jul 17, 2017 4:20 pm
Forum: Econometric Discussions
Topic: URGENT ARDL interpretation Issue
Replies: 5
Views: 236

Re: URGENT ARDL interpretation Issue

This just means that if your model has variables which are chosen to have zero lags, they have a special interpretation. In your particular case, for instance, the coefficient associated with INV** is -0.117421. The note basically says that: -0.117421 INV** = -0.117421 INV(-1) -0.117421D(INV). Accor...
by EViews Mirza
Mon Jul 17, 2017 4:14 pm
Forum: Programming
Topic: time-varying cointegration
Replies: 1
Views: 87

Re: time-varying cointegration

At the moment, time-varying nonstationary estimation is not something that is directly supported, but a custom code using kernel weighting can be programmed in EViews. Eventually, we hope to implement native estimation procedures of the type you've mentioned here.
by EViews Mirza
Mon Jul 17, 2017 12:41 pm
Forum: Programming
Topic: Opening Error Correction Form after ARDL
Replies: 1
Views: 82

Re: Opening Error Correction Form after ARDL

You're right, the

Code: Select all

.ecreg
command was not displaying the Error Correction table. We have resolved the issue and a fix will be released with the next patch.
by EViews Mirza
Tue Jul 11, 2017 5:17 pm
Forum: Econometric Discussions
Topic: VAR nonstationary series
Replies: 2
Views: 161

Re: VAR nonstationary series

Yes, they can.
by EViews Mirza
Sun May 14, 2017 9:14 am
Forum: Econometric Discussions
Topic: Cointergration - what is the process?
Replies: 1
Views: 169

Re: Cointergration - what is the process?

You need to run a test for cointegration; either Engle-Granger, Johansen, or ARDL (Bounds Test).
by EViews Mirza
Wed May 03, 2017 8:53 am
Forum: Programming
Topic: loop with @daycount
Replies: 16
Views: 1163

Re: loop with @daycount

Again, you are confusing string variables and numeric values. @daycount takes on a string argument. However, this time, your loop is running through %d which are already in string format. You cannot use @str(%d) @str() converts numeric values to strings, but %d is already a string. Secondly, to get ...
by EViews Mirza
Mon May 01, 2017 8:58 am
Forum: Programming
Topic: loop with @daycount
Replies: 16
Views: 1163

Re: loop with @daycount

The function @daycount("weekday range") takes on a string argument. Thus, your loops will never work because you're feeding a numeric value where a string should hold. Here's the code you're looking for:

Code: Select all

for !i=1 to 5
series d0!m=@daycount(@str(!i))
next

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