Search found 4 matches
Search found 4 matches • Page 1 of 1
- Tue Mar 19, 2019 3:28 am
- Forum: Econometric Discussions
- Topic: WLS eviews options for weights
- Replies: 1
- Views: 450
Hi, I am modelling financial data with very high frequency. I have more than 150 000 observations (1 minute rates of return), but many of them are equal to 0, because there is not always transaction made every minute. I am using Eviews 9, 64-bit ver My model looks like that: rate(t) = f(rate(t-1), r...
Hi, I am using Eviews 9. I would like to confirm if my programm for optimal lag selection based on AIC in standard LS reg is correct. Regression: Y(C, Y-1, ... Y-k, X1 ... X1-j, X2... X2-j, ... X5...,X5-j, dummy) X1... X5 have the same lag (j) Y has lag k I want to find optimal (min AIC) combination...