Search found 17 matches

by ouerk
Tue Nov 26, 2019 3:11 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 36
Views: 9618

Re: Large Bayesian VAR

hi

eviews9. I I just tried it with eviews10, the problem is solved.

thanks
by ouerk
Mon Nov 25, 2019 11:39 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 36
Views: 9618

Re: Large Bayesian VAR

Hi
i have this error message when i compute lbvar
MIXED is not a valid view for TEMP
how can i solve it ?

THANKS
by ouerk
Fri Nov 22, 2019 1:24 pm
Forum: Add-in Support
Topic: StatFact
Replies: 3
Views: 2818

Re: StatFact

HI
bain.jpg
bain.jpg (37.85 KiB) Viewed 229 times
,

i perform Principle component based estimation of static factors from macro-panels, with r determined by Bai and Ng (2002) criteria. My N=39 and T=145.
i would like determine r using my result ( in attachment). How can i do ? (how can i interpret my result)

Many thanks !
by ouerk
Sun Apr 22, 2018 12:29 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 18137

Re: How to specify Maximum Likelihood

the variance is always postive .SO i don't know what is the origin of the error message.
by ouerk
Sun Apr 22, 2018 10:32 am
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 18137

Re: How to specify Maximum Likelihood

i try with variable with positive value (in all the sample) and the log of this variable is positive too. ( i have indépendant variable y and x and z explicative variable) i use this command in the logl after created the coefficient beta,scale and alpha: @logl x z @logl logl1 res = y - beta(1) - bet...
by ouerk
Sun Apr 22, 2018 9:38 am
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 18137

Re: How to specify Maximum Likelihood

Hey
when i estimate the LOGl, i have this error message: log of no positive number .

What can i do to solve this problem ?
thanks
by ouerk
Mon Nov 20, 2017 8:00 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

Hi,

The impulses responses of the variables to an unexpected increase in ffr are to be interpreted in "pourcentage points " in the model ? for exple, changes in GDP are expressed in pourcentage point ? or in standard deviation ?



Thanks
by ouerk
Tue Oct 10, 2017 5:38 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

Hi Dakila,

could you add the others possible transformations ? ( the fist difference ,the second difference and ddlog)


Thanks you very much for your answer !!

Salima Ouerk
by ouerk
Sat Aug 19, 2017 8:39 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

thank you very much !!
by ouerk
Thu Aug 17, 2017 5:09 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

hi Dakila !

can you add the transformation' second difference of log ' and 'first difference' please ? i have no stationary variables with dlog so i must use ddlog.



Thank you very much !!

salima Ouerk
phd student
by ouerk
Tue Jul 25, 2017 9:49 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

Thank you for your answer, Dakila ! i obtain the ifr with confidence interval. i transform some of my variables to induce stationarity .when i perform 'the conditional forecast ',i have for exple the conditional forecast of the dlog pib ( i transform this variable back to the non-standardized one). ...
by ouerk
Fri Jul 21, 2017 11:40 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

thank you , Dakila !!i am grateful ! we are lucky to be able to benefit from your help ! i followed your instructions and i obtain the impulse response matrix(for shock egal to -0.25) , i use the option graph and i obtain the graphs of impulse response without confidence intervals , the axis 0 and t...
by ouerk
Wed Jul 19, 2017 4:04 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

thank you for your help, Dakila !! i obtain impulse response matrix (for shock egal to -0,25) but i don't have confidence intervals , the axis 0 and the name of the selected variables (see workfile). what should i do to get these items (like figure 01 in your exple) ? for the conditional forecast, i...
by ouerk
Sat Jul 15, 2017 11:53 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

Thank you for your precious help ! For the study, i must compare the impact of "expansionary monetary policy shock' to show if the unconventional monetary policy and conventional monetary policy have the same impact . The unconventional monetary policy consist to 'decrease 'policy rate since th...
by ouerk
Fri Jul 14, 2017 4:42 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 42
Views: 15941

Re: Favar QUESTION

Thank you for your answer !you are right, i will not transform the interest rate for the study ! One last question , i would like to produce 'conditional forecasts' . I knew how to do it with simple Var but not with Favar . it is possible to produce conditional forecast with FAVAR ? Thank you !! SAL...

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