Search found 11 matches

by awatt43
Thu Aug 16, 2018 5:36 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2913

Re: Large Bayesian VAR

Thanks Dakila - could you explain to me the difference between the generalized and cholesky impulse response functions? Am i right in thinking that generalized allow you to estimate the impact of the shocks independent of the impact of the shock on other variables within the system, hence you do not...
by awatt43
Wed Aug 08, 2018 6:24 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2913

Re: Large Bayesian VAR

Thank you. Is it possible to view the final coefficient estimates and the impulse responses in an extractable format rather than a frozen graph object?
Thanks,
Abigail
by awatt43
Wed Aug 08, 2018 2:14 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2913

Re: Large Bayesian VAR

Thank you for your quick response dakila. How is the cholesky ordering specified? Is this taken from the ordering of the variables in the model specification?
by awatt43
Wed Aug 08, 2018 12:37 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2913

Re: Large Bayesian VAR

Hi there I am trying to estimate a LBVAR in using the add in but I have a couple of questions on the estimation procedure. 1. Is the model estimated following the hierarchical approach of Giannone et al (2012) in their paper prior selection for vector autoregressions? 2. Are the impulse responses fo...
by awatt43
Wed Sep 13, 2017 7:48 am
Forum: Data Manipulation
Topic: Elementwise multiplication
Replies: 6
Views: 1586

Re: Elementwise multiplication

Oh wow! I was being genuinely moronic... Just needed to transpose one of the matrices. Apologies!
by awatt43
Wed Sep 13, 2017 6:55 am
Forum: Data Manipulation
Topic: Elementwise multiplication
Replies: 6
Views: 1586

Re: Elementwise multiplication

Hi Gareth

This only works if the matrices are of the same size, in excel the data has to be the same number of columns as rows in the first.

Is there a way to do the matrix product of two matrices of differing sizes?

First matrix is 15x15 and the second is 1x15.

Thanks,
Abi
by awatt43
Wed Sep 13, 2017 1:26 am
Forum: Data Manipulation
Topic: Elementwise multiplication
Replies: 6
Views: 1586

Re: Elementwise multiplication

Hi there, I am looking for the eviews command that would replicate the excel function mmult, this function is described as "Returns the matrix product of two arrays. The result is an array with the same number of rows as array1 and the same number of columns as array2.". I have been using ...
by awatt43
Wed Aug 30, 2017 3:38 am
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 1100

Re: BVAR

I have now found the documentation! Apologies - Abi
by awatt43
Wed Aug 30, 2017 3:24 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 27
Views: 2913

Re: Large Bayesian VAR

Hi there,
I keep getting the following error "Matrix-Vector index is out of range" what does this refer to?
Thanks,
Abi
by awatt43
Wed Aug 23, 2017 12:24 am
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 1100

Re: BVAR

Thanks for recommending the LBVAR add in. Is there any literature around the add in? I have read the paper that the add in is based on and I am a little lost as to the 'number of horizons' and 'number of MC draws' in the specification.
by awatt43
Tue Aug 22, 2017 1:58 am
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 1100

Re: BVAR

Hi there,

I am estimating a large BVAR in EViews with 18 variables, a 12 lag structure and N-W priors.

Has anyone else encountered EViews crashing with this level of computation or is it a problem on my end?

Thanks,
Abi

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