Search found 36 matches

by PERRYGOGAS
Mon May 21, 2018 11:19 am
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1117

Re: Ordered Logit Issue

Thanks a lot.
by PERRYGOGAS
Fri May 11, 2018 2:44 am
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1117

Re: Ordered Logit Issue

And in a case where 99% of observations have the same response, there is not much that one case do. I do not have such an extreme case, the data are fairly balanced -1 > 28.7% 0 > 23.7 +1 > 47.6% And yet there are no "0" predictions by the model...This seems very strange to me...
by PERRYGOGAS
Thu May 10, 2018 2:25 pm
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1117

Re: Ordered Logit Issue

In this type of model it is certainly possible that the highest predicted probability never matches the actual realization. This problem becomes more acute the greater number of possible outcomes in the speicfication. In this case, the highest fitted probability is always for the dep=1 category, un...
by PERRYGOGAS
Thu May 10, 2018 1:58 pm
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1117

Ordered Logit Issue

I am running an ordered logit model with 3 outcomes: -1, 0, 1. The results are: https://s19.postimg.cc/z1owasu0z/screenshot_1775.jpg And the evaluation of the results yields the followinf. The problem is the model never predicts and 0's it just predicts -1 and 1 values... What is wrong? https://s19...
by PERRYGOGAS
Fri May 09, 2014 8:20 am
Forum: Estimation
Topic: Are there nonlinearity tests in Eviews?
Replies: 5
Views: 3593

Re: Are there nonlinearity tests in Eviews?

Hello Glen and thank you.

I need to test whether my dependent variable is generated by a non-linear process so that I can decide the type of models to use for further analysis.
by PERRYGOGAS
Fri May 09, 2014 3:56 am
Forum: Estimation
Topic: Are there nonlinearity tests in Eviews?
Replies: 5
Views: 3593

Are there nonlinearity tests in Eviews?

Are there any non-linearity tests for the data in Eviews?
by PERRYGOGAS
Mon Mar 11, 2013 12:18 pm
Forum: Estimation
Topic: Choleski Decomposition
Replies: 3
Views: 1384

Re: Choleski Decomposition

EViews Gareth wrote:I don't believe it is implemented.


I do not think either, but I was wondering if there is a way to do it manually.
by PERRYGOGAS
Mon Mar 11, 2013 3:04 am
Forum: Estimation
Topic: Choleski Decomposition
Replies: 3
Views: 1384

Re: Choleski Decomposition

For the above, I cannot use the "Estimate Structural Factorization" option as it is not available for VECMs.
How can I do this without this option?

I need to extract the structural residuals.
by PERRYGOGAS
Sun Mar 10, 2013 10:41 am
Forum: Estimation
Topic: Choleski Decomposition
Replies: 3
Views: 1384

Choleski Decomposition

Hello all,

I have estimated a 3 endogenous variable VECM. I need to get the structural errors by a Cholesky decomposition. How can I do this in Eviews?

Thank you very much,
Perry
by PERRYGOGAS
Thu Jul 05, 2012 6:16 am
Forum: Estimation
Topic: Impulse Responses and VECM
Replies: 1
Views: 1242

Impulse Responses and VECM

Hello I am reading the manual and I am a bit confused: Question 1: In a VAR when selecting Estimate and select as VAR Type > Vector Error Correction the Lag Intervals for D(endogenous) on the right must be q-1? i.e. the selected in the VAR optimum lag length minus one just like in the case for the c...
by PERRYGOGAS
Fri Jan 27, 2012 9:31 am
Forum: Estimation
Topic: Cointegrating Vector Restrictions
Replies: 1
Views: 803

Re: Cointegrating Vector Restrictions

Help???
by PERRYGOGAS
Thu Jan 26, 2012 11:27 am
Forum: Estimation
Topic: Cointegrating Vector Restrictions
Replies: 1
Views: 803

Cointegrating Vector Restrictions

Maybe this makes more sense: I have the system: c, i, m-p, y, R The vars are real consumption, real investment, real money balances, real output and the interest rate respectively. The cointegration test shows that I have two cointegrating vectors. I expect that these two are the consumption-output ...
by PERRYGOGAS
Wed Feb 09, 2011 10:20 am
Forum: Estimation
Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Replies: 58
Views: 65604

Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?

trubador wrote:Lambdas are the coefficents of variances in the mean equations.


So other than the singular matrix problem that is data driven the program seems to work in this form?

I am going to use it myself as well these days.
by PERRYGOGAS
Mon Nov 29, 2010 10:03 am
Forum: Estimation
Topic: Maximum Number of Regressors in OLS
Replies: 9
Views: 2247

Re: Maximum Number of Regressors in OLS

That is great! thank you very much!
by PERRYGOGAS
Mon Nov 29, 2010 9:17 am
Forum: Estimation
Topic: Maximum Number of Regressors in OLS
Replies: 9
Views: 2247

Re: Maximum Number of Regressors in OLS

Unfortunately you can no longer estimate an equation by list if you want to use your own coefficient vector. You have to estimate by expression. Dear Gareth, thank you for your reply. I have created a vector named "CC" as the alternative coef vector with 1000 rows. Typing: ls price c coal...

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