Search found 5 matches

by PMait
Tue Apr 16, 2019 7:44 am
Forum: Estimation
Topic: Issues with breakls
Replies: 2
Views: 353

Re: Issues with breakls

BTW I'm using Eviews 10(OS - Win 10)
by PMait
Tue Apr 16, 2019 7:43 am
Forum: Estimation
Topic: Issues with breakls
Replies: 2
Views: 353

Issues with breakls

I'm experiencing similar issues with breakls as described in this post - viewtopic.php?f=4&t=19751

I was wondering if anyone could look into my workfile(attached) & help me with this issue?

Thanks.
by PMait
Sun Apr 14, 2019 7:10 pm
Forum: Estimation
Topic: Structural breaks - State Space Method.
Replies: 2
Views: 370

Re: Structural breaks - State Space Method.

Any suggestions as to how I can code this in Eviews?
by PMait
Sun Apr 14, 2019 2:13 am
Forum: Estimation
Topic: Structural breaks - State Space Method.
Replies: 2
Views: 370

Structural breaks - State Space Method.

Hello, I've estimated the following model @ename e1 @ename e2 @ename e3 @evar var(e1) = exp(c(1)) @evar var(e2) = exp(c(2)) @evar var(e3) = exp(c(3)) @signal var1 =c(4) + beta*var1(-1) + gamma*var2+ e1 @state gamma = gamma(-1) + e2 @state beta = beta(-1) + e3 The trend in gamma seems to exhibit mult...
by PMait
Fri Jan 18, 2019 10:16 am
Forum: Estimation
Topic: State Space - generate plot of unknown parameters.
Replies: 1
Views: 470

State Space - generate plot of unknown parameters.

I'm trying to estimate the following state space model: @ename e1 @ename e2 @ename e3 @evar var(e1) = exp(c(1)) @evar var(e2) = exp(c(2)) @evar var(e3) = exp(c(3)) @signal cycle_gdp = alpha + beta*cycle_gdp(-1) + e1 @state alpha = alpha(-1) + e2 @state beta = beta(-1) + (c(4))*cycle_ratio + e3 How d...

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