EViews.com

I think that state space modeling with the Kalman filter is now well ingrained in applied econometrics that updates of Eviews should definitely provide easier access to the Kalman gain and other Kalman filter quantities. The comparative advantage of Eviews, relative to other packages, is that it is ...

Ok, having cleared the fact that there is no way in Eviews to impose sign restrictions on the impulse responses of multiple shocks, you have not answered yet my last question above, question 3: suppose that I just want to impose sign restrictions on the impulse response of one shock. That can be don...

Can you identify multiple shocks with the ARW addin?

Unfortunately the documentation just does not help to understand how to place constraints on multiple variables. A concrete example. I have a simple 2 variables VAR with two endogenous variables, y1 and y2 with respective shocks e1 and e2. I want the impulse response of y1 to a shock from e1 to be p...

When I try to run the addin tvpuni I receive an error saying "Sorry, but the use of add-in is expired. Please contact the author." This is apparently a known (to users) problem since 2021. On the webpage that provides documentation to the addin several users complain about the problem (htt...

The documentation is quite difficult to understand and it does not include a more involved example in order to make things crystal-clear. What if I have a VAR defined on gdp, inlf. and urate, and I want to condition on GDP all the way from 2018Q2 to 2019Q4? IS the following correct? var1.confcast(fs...