EViews.com

Hello,

I am trying to estimate a SUR system (seemingly unrelated regressions) using an unbalanced number of observations. I would like to know whether EViews uses all observations and adjusts for the missing data or it just truncates the larger series to estimate with a balanced sample. Thanks

Hello, I am running a forecasting exercise and part of it involves testing the causality of some different variables (predictors) on a dependent Y. For this reason i estimate a benchmark AR(4) regression of the following form using Newey West standard errors with 12 lags: eq1.ls(cov="hac",...

Thanks a lot for the very quick response, it was really helpful.

Hi, I am in the process of writing a code to run repeated OLS estimations against dummy variables and test whether they are all equal. What i need is a wald test for the equality of the coefficients of the dummy variables. Based on its significance i perform a second set of estimations with or witho...

Just a supplementary note to my previous answer: In order to determine whether the equation is just identified or over-identified and thus it can be estimated with 2SLS we have: If G the number of structural equations then: a) if the "excluded variables" are G-1 (excluded variables are all...

In general the two steps of the 2SLS are: 1) The estimation of the reduced form equations to obtain the fitted values of the left hand variables and 2) the estimation of the structural equations replacing the right hand endogenous variables by their fitted values from step 1. In EViews this is done ...

Hi, You can actually select the returns series and open them as a system. Then you press estimate and select ARCH in the estimation method. The options are the VECH model, the CCC (Bollerslev, 1990) and the diagonal BEKK model. However, you can find a code to estimate the Bivariate GARCH (BEKK) mode...

:eviews6: Hi, i estimate a restricted VAR model, where the coefficients of the lagged values of the 3rd variable in the system are restricted to be zero in all equations. The system is specified as follows: X(t)=a1+a(1,1)X(t-1)+b(1,1)Y(t-1)+e(1,t) Y(t)=a2+a(2,1)X(t-1)+b(2,1)Y(t-1)+e(2,t) Z(t)=a3+a(3...

Ok i checked it you are right, thanks!

Thanks very much, actually i was thinking of the same thing but i am not sure if it's correct. To be honest i believe that the results will be different since the system is based on different assumptions. But still it's a good solution as long as the objective of my analysis is not sensitive to the ...

eviews6: I would like to ask if naybody knows how i can estimate a restricted (3*3) VAR model, where the coefficients of the lagged values of the third variable in the system are restricted to be zero (i saw it in a paper). The system is specified as follows: X(t)=a1+a(1,1)X(t-1)+b(1,1)Y(t-1)+e(1,t)...