Search found 7 matches

by Shwan
Fri Nov 29, 2019 5:50 am
Forum: Programming
Topic: R Integration
Replies: 10
Views: 5027

Re: R Integration

Just an update! I checked the PC default protocol and it was correct. I contacted with IT department and they thought the problem might be related to my library path, so I changed the library location and still didn't work, then we thought as the codes stop working when its simulation turn there mig...
by Shwan
Thu Nov 28, 2019 3:46 am
Forum: Programming
Topic: R Integration
Replies: 10
Views: 5027

Re: R Integration

Thank you for your answer Steve! actually I don't get confirmation for successful completion of the previous step, even if the code is not running and I wait so long the previous step does not generate any confirmation message, although it doesnt also generate error message! so it gives the impressi...
by Shwan
Wed Nov 27, 2019 2:29 am
Forum: Programming
Topic: R Integration
Replies: 10
Views: 5027

Re: R Integration

Hi, thanks for this amazing feature! Im trying to use R integration to run a type of TVP VAR. It works well until I try the R confint command to generate the confidence interval for IRF. The error is: Server Busy, the action can not be completed because the other program is busy. Choose Switch To to...
by Shwan
Sun Apr 28, 2019 10:16 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 75628

Re: Threshold Structural VAR

Hi, is there any recent developed code to obtain confidence intervals for the thsvar impulse responses? thanks for the add in, but its totally impossible to convince a reviewer to have positive comments about a paper that generates impulse responses without the confidence intervals, its like reporti...
by Shwan
Mon Feb 19, 2018 10:16 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 75628

Re: Threshold Structural VAR

Hi dakila, would you please tell me in this TSVAR add-in, which method is applied to calculate the impulse responses? thanks
by Shwan
Tue Jan 02, 2018 5:34 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 75628

Re: Threshold Structural VAR

Hi, thank you very much for this usefull add in. What I understand is that this add in estimates a threshold SVAR, so the errors are uncorrelated structural shocks? however my concern is about restrictions in SVAR, there is no possibility to impose the short and long run restrictions on SVAR when us...
by Shwan
Thu Dec 21, 2017 10:21 am
Forum: Econometric Discussions
Topic: How to read the result of BEKK GARCH model for testing volatility spillover between Asian stock markets
Replies: 3
Views: 4449

Re: How to read the result of BEKK GARCH model for testing volatility spillover between Asian stock markets

Hi, I have read all over the forum about the diagonal BEKK results interpretation but I am still confused :cry: . I underestand that if I have a bivariate diagonal BEKK estimation including asset i and j, then matrix A represents the effect of shock in asset i at time t-1 on the subsequent co-volati...

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