Search found 6 matches
- Fri Mar 01, 2019 7:39 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241140
Re: Diebold-Yilmaz index
how to choose number of random orderings (18=default),I use two variables,monthly data.please help me !
- Sat Feb 16, 2019 1:10 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241140
Re: Diebold-Yilmaz index
pairwise spillovers =net pairwise spillovers ? what 's the difference between them?
- Sat Feb 16, 2019 1:00 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241140
Re: Diebold-Yilmaz index
thanks a lot. Just a final clarification. the series pc_i_J must be interpreded as share of unit i's variability due to j? Moreover each column in the fromvar (tovar) matric is the chare of variance due to (contributing to) other units, right? thanks again pairwise spillovers =net pairwise spillove...
- Thu Feb 14, 2019 8:10 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241140
Re: Diebold-Yilmaz index
What is the eviews version you are using? Can you run example program dyindex_ex1.prg? If you have the old version, try to upgrade it to the version 10. Thank you for your answer,I upgrate it and solve above questions.But I get another problem,how to calculate “directional spillovers”,"net spi...
- Tue Jan 22, 2019 5:17 am
- Forum: Add-in Support
- Topic: Generalized FEVD
- Replies: 1
- Views: 11802
Re: Generalized FEVD
when i run DYindex using eviews,there is a error message"@row is not a member or procedure of GFEVD ";I don't know how to solve it?I am grateful if you can help me .thanks a lot!
- Mon Jan 21, 2019 8:50 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241140
Re: Diebold-Yilmaz index
hello.I have two problems.when i run DYindex using eviews,there is a error message"@row is not a member or procedure of GFEVD ";I don't know how to solve it? another problem is that i can't identify number of lags.I am grateful if you can help me .thanks a lot!