Search found 10 matches

by chris992
Sun Apr 18, 2021 3:53 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 50
Views: 192246

Re: Favar QUESTION

Thanks a lot!
by chris992
Fri Apr 16, 2021 1:42 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 50
Views: 192246

Re: Favar QUESTION

Dear Dakila,

I downloaded the FAVAR add-in, but there is no guideline document. Can you fix it or send me the file?

Thank you,

Chris
by chris992
Thu Apr 15, 2021 12:57 pm
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 50
Views: 192246

Re: Favar QUESTION

Yes, I can see it now. Thank you, Dakila!
by chris992
Sun Apr 11, 2021 7:58 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 50
Views: 192246

Re: Favar QUESTION

Hello Dakila,

What do you mean "favar add-in"? I thought they is only a favarsf add-in, which I have downloaded. Is there a link to that add-in? I have not found it anywhere...

Thank you,

Chris
by chris992
Fri Apr 02, 2021 2:56 am
Forum: Add-in Support
Topic: Kilian add-in
Replies: 9
Views: 34786

Re: Kilian add-in

Hello,

On the same note, I have downloaded Eviews 12 and I was trying to run a VAR with user specified Decomposition method and apply Kilian's standard errors, but it says there is Internal error 500. I guess I can't apply both, is there a way to fix that or bypass that?

Thank you,

Chris
by chris992
Sat Mar 27, 2021 5:29 am
Forum: Add-in Support
Topic: Kilian add-in
Replies: 9
Views: 34786

Re: Kilian add-in

Hello Dakila, I have recently downloaded the Kilian add-in and it works fine. The issue is that it only works on var objects. I am running a standard FAVAR monetary policy model following a Bank of England study (2015) code. At the last line, I end up with a matrix storing the impulse responses. I c...
by chris992
Wed Mar 17, 2021 8:15 am
Forum: Add-in Support
Topic: Scaled impulse responses
Replies: 8
Views: 25436

Re: Scaled impulse responses

Thank you Dakila!
by chris992
Tue Mar 16, 2021 1:41 pm
Forum: Add-in Support
Topic: EqBootstrap (bootstrap standard errors)
Replies: 31
Views: 84557

Re: EqBootstrap (bootstrap standard errors)

Hello Gareth, I have recently downloaded the Kilian add-in and it works fine. The issue is that it only works on var elements. I am running a standard FAVAR monetary policy model following a Bank of England study (2015) code. At the last line, I end up with a matrix storing the impulse responses. I ...
by chris992
Mon Mar 08, 2021 4:31 am
Forum: Add-in Support
Topic: Scaled impulse responses
Replies: 8
Views: 25436

Re: Scaled impulse responses

Hello Dakila, I am using Eviews 10 and I want to save scaled IRFs in matrix form. I know there is the scale IRF add-in, however I do not know how to store the results in a matrix. Is there code available or some other way to do it? Thanks, Chris var favar.ls 1 2 pc1n pc2n pc3n pc4n pc5n pc6n pc7n pc...
by chris992
Mon Oct 21, 2019 3:56 am
Forum: Econometric Discussions
Topic: BVAR Koop-Korobilis Eviews 10
Replies: 0
Views: 7657

BVAR Koop-Korobilis Eviews 10

Hello, I am a Ph.D. student and I am new at the Eviews 10. I would like to run the Koop-Korobilis (2009) (Litterman/Minnesota) prior. I have seen previous discussions in the forum, however the new version seems quite different from the old ones (Eviews 7). I have seen a study that sets Mu1=0, lambda...

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