Hello,
Is there an option to conduct a heteroskedasticity test on the residuals for an equation object estimated using GMM? I don't see any relevant options under the view residual diagnostics as opposed to the case of an equation estimated by OLS.
Thanks
Search found 23 matches
- Tue Sep 07, 2021 11:04 am
- Forum: Estimation
- Topic: residuals diagnostics GMM
- Replies: 0
- Views: 23948
- Mon Nov 23, 2020 8:17 am
- Forum: Programming
- Topic: Matrix of regressors
- Replies: 4
- Views: 5876
Re: Matrix of regressors
Many thanks!
- Sat Nov 21, 2020 12:20 pm
- Forum: Programming
- Topic: Matrix of regressors
- Replies: 4
- Views: 5876
Re: Matrix of regressors
it's OLS and I want the matrix object.
- Sat Nov 21, 2020 11:27 am
- Forum: Programming
- Topic: Matrix of regressors
- Replies: 4
- Views: 5876
Matrix of regressors
Hello,
Is there a way to extract the matrix of regressors after estimating a regression model? For instance, I can use @coefs to retrieve the vector of coefficients. Is there a similar command to get the matrix of regressors?
Thanks.
Is there a way to extract the matrix of regressors after estimating a regression model? For instance, I can use @coefs to retrieve the vector of coefficients. Is there a similar command to get the matrix of regressors?
Thanks.
- Sun Nov 15, 2020 5:01 am
- Forum: Programming
- Topic: lagged vector
- Replies: 2
- Views: 4929
Re: lagged vector
Many thanks.
- Sat Nov 14, 2020 4:46 am
- Forum: Programming
- Topic: lagged vector
- Replies: 2
- Views: 4929
lagged vector
Hello,
I am getting the error "@LAG is an illegal or reserved name" when trying to create a lagged vector in Eviews 10, e.g. vector vec_lagged = @lag(vec,1). What could be the problem?
Thanks.
I am getting the error "@LAG is an illegal or reserved name" when trying to create a lagged vector in Eviews 10, e.g. vector vec_lagged = @lag(vec,1). What could be the problem?
Thanks.
- Mon Nov 09, 2020 2:41 pm
- Forum: Programming
- Topic: Vector element to scalar comparison
- Replies: 4
- Views: 6250
Re: Vector element to scalar comparison
Many thanks!
- Mon Nov 09, 2020 11:24 am
- Forum: Programming
- Topic: Vector element to scalar comparison
- Replies: 4
- Views: 6250
Re: Vector element to scalar comparison
I would like to compare if each element of a vector is greater than a given scalar.
This will return a vector whose elements are 1 if the corresponding element is greater than the scalar and 0, otherwise.
This will return a vector whose elements are 1 if the corresponding element is greater than the scalar and 0, otherwise.
- Sun Nov 08, 2020 10:53 am
- Forum: Programming
- Topic: Vector element to scalar comparison
- Replies: 4
- Views: 6250
Vector element to scalar comparison
Hello,
I am looking for a function that compares each element of a given vector to a scalar and returns a vector of 1s and 0s based on the outcome.
Thanks.
I am looking for a function that compares each element of a given vector to a scalar and returns a vector of 1s and 0s based on the outcome.
Thanks.
- Wed Jul 08, 2020 8:10 am
- Forum: Programming
- Topic: Maximum function
- Replies: 2
- Views: 5210
Re: Maximum function
Like @recode(x>y, x, y)?
Thanks.
Thanks.
- Wed Jul 08, 2020 7:32 am
- Forum: Programming
- Topic: Maximum function
- Replies: 2
- Views: 5210
Maximum function
Hello,
I need to compute the maximum of a pair of numbers e.g. x and y in a program.
The command !mxm = @pmax(x,y) does not work. It gives an error "@pmax is an illegal or reserved name".
Any suggestion on how I can get to compute the pairwise maximum?
Thanks.
PS. Eviews 10
I need to compute the maximum of a pair of numbers e.g. x and y in a program.
The command !mxm = @pmax(x,y) does not work. It gives an error "@pmax is an illegal or reserved name".
Any suggestion on how I can get to compute the pairwise maximum?
Thanks.
PS. Eviews 10
- Fri Feb 21, 2020 8:27 am
- Forum: Programming
- Topic: Vertical line on a graph
- Replies: 2
- Views: 5301
Re: Vertical line on a graph
Thanks a lot Gareth!
- Mon Feb 17, 2020 12:54 am
- Forum: Programming
- Topic: Vertical line on a graph
- Replies: 2
- Views: 5301
Vertical line on a graph
Hello,
What command do I use to draw a vertical line on a time-series graph to indicate a structural break at a specific time? I have tried the "addarrow" command but to no avail.
Thanks
What command do I use to draw a vertical line on a time-series graph to indicate a structural break at a specific time? I have tried the "addarrow" command but to no avail.
Thanks
- Tue Aug 20, 2019 9:39 am
- Forum: Programming
- Topic: Information criterion for automatic lag length selection
- Replies: 3
- Views: 3632
Re: Infotmation criterion for automatic lag length selection
EViews Gareth wrote:http://www.eviews.com/help/helpintro.html#page/content%2Fseriescmd-uroot.html%23ww204858
Many thanks indeed Gareth. This works.
The command & programming pdf manual accessible from EViews 10's help menu still lists the option "infosel=arg". So maybe, that should be updated.
- Tue Aug 20, 2019 9:17 am
- Forum: Programming
- Topic: Information criterion for automatic lag length selection
- Replies: 3
- Views: 3632
Information criterion for automatic lag length selection
Hello, I would like to run the ADF test using the AIC for automatic lag selection. For this purpose, I use the following command: myseries.uroot(infosel=aic) However, I get the error message: "infosel=aic is an unrecognized option for UROOT..." Is there anything I am missing? Thanks. Regar...