Search found 7 matches

by basher
Tue Feb 21, 2012 11:10 pm
Forum: Programming
Topic: Extracting strucutral shocks from SVAR
Replies: 3
Views: 2743

Extracting strucutral shocks from SVAR

Hello, I have estimated a SVAR with LR restrictions. In Eviews, I think, structural shocks (u) are related to VAR residuals (e) in the following way: u = inverse(B)A*e Now, I want to recover the structural shocks. Could you help me in verifying whether the following Eviews language, for a bivariate ...
by basher
Tue Mar 08, 2011 12:00 pm
Forum: Estimation
Topic: Exogenous variable in VECM
Replies: 2
Views: 1883

Re: Exogenous variable in VECM

So it seems it is not possible to compute Johansen cointegration test with a I(0) exogenous regressor in Eviews? Thank you.
by basher
Tue Mar 08, 2011 11:42 am
Forum: Estimation
Topic: Exogenous variable in VECM
Replies: 2
Views: 1883

Exogenous variable in VECM

Hi, I am curious to know how Eviews incorporates the exogenous regressors in VECM estimation since such an introduction affects the distribution of the rank test statistics unless they are I(0) and introduced in a specific fashion. See, for example, ANDERS RAHBEK and ROCCO MOSCONI, Cointegration ran...
by basher
Fri Feb 11, 2011 8:19 am
Forum: Add-in Support
Topic: Trim
Replies: 32
Views: 25425

Re: Trim

Hi,
Could you suggest any concept paper(s) related to this add-in (trimming and winsorising). Thank you.
Basher
by basher
Thu Dec 02, 2010 10:23 am
Forum: Add-in Support
Topic: ExpSmooth (Exponential Smoothing - requires R)
Replies: 10
Views: 14009

Re: ExpSmooth (Exponential Smoothing - requires R)

While the "expsmooth@ add-in allows to get estimates from 15 different models, I was wondering whether it is possible to integrate the state space innovations (within Eviews) in a future update of this very helpful routine. This idea is explained in the accompanying paper of the "forecast&...
by basher
Thu Dec 02, 2010 10:11 am
Forum: Add-in Support
Topic: ExpSmooth (Exponential Smoothing - requires R)
Replies: 10
Views: 14009

Re: ExpSmooth (Exponential Smoothing - requires R)

Thank you Steve. It is working well.
by basher
Thu Dec 02, 2010 12:54 am
Forum: Add-in Support
Topic: ExpSmooth (Exponential Smoothing - requires R)
Replies: 10
Views: 14009

Re: ExpSmooth (Exponential Smoothing - requires R)

Hello, I installed R, installed statconnDCOM, intalled also Scilab 5.2. After installing "rscproxy", when I verify the installation by clicking "Server 01 - Basic test", I receive the following message: Loading StatConnector Server... Done Initializing R...Function call failed Co...

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