EViews.com

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 ...

So it seems it is not possible to compute Johansen cointegration test with a I(0) exogenous regressor in Eviews? Thank you.

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...

Hi,
Could you suggest any concept paper(s) related to this add-in (trimming and winsorising). Thank you.
Basher

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&...

Thank you Steve. It is working well.

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...