Search found 92 matches

by maragloria
Tue Jun 08, 2021 6:46 am
Forum: Programming
Topic: wfopen(type=odbc): data being unstacked as string
Replies: 2
Views: 418

Re: wfopen(type=odbc): data being unstacked as string

Thank you Gareth! It works.
by maragloria
Tue Jun 01, 2021 12:49 pm
Forum: Programming
Topic: wfopen(type=odbc): data being unstacked as string
Replies: 2
Views: 418

wfopen(type=odbc): data being unstacked as string

Hello, I'm trying to unstack a dataset from SQL, but the data remains a string (instead of a "time series") when I use the unstack command. Could you please take a look on my code? I've attached the workfile and the code follows here: wfopen(type=odbc, timeout=400, wf=temp) zap_beta {%QUER...
by maragloria
Mon Dec 21, 2020 9:12 am
Forum: Estimation
Topic: DOLS with a restricted coefficient
Replies: 2
Views: 2581

Re: DOLS with a restricted coefficient

It works. Thank you!
by maragloria
Fri Dec 18, 2020 9:26 am
Forum: Estimation
Topic: DOLS with a restricted coefficient
Replies: 2
Views: 2581

DOLS with a restricted coefficient

Hi there, I'm trying to estimate a equation with a coefficient restricted to 1 (X1 below). In OLS, I'm doing: Y = X1 + C(2)* X2 + C(3)*X3 + C(1) In VECM, I use the "VECM restrictions" box to set B(1,1)=1, B(1,2)=-1 How could I set X1 to 1 using DOLS (or FMOLS)? If I use the same specificat...
by maragloria
Wed Mar 18, 2020 7:09 am
Forum: Bug Reports
Topic: Eviews 11 crash with pagesave (excel)
Replies: 1
Views: 5457

Eviews 11 crash with pagesave (excel)

Hi there,

Eviews 11 is crashing upon running the command pagesave(type=excel, mode=update). This was not happening with Eviews 9 (version I was using before).

I'm now using Eviews 11 with 16/03/2020 patch.

Let me know if I need to send you anything (workfile, program, ...)

Many thanks,

Mara
by maragloria
Tue Nov 19, 2019 8:46 am
Forum: Programming
Topic: unrestricted VAR: possible to impose another constant value when forecasting?
Replies: 4
Views: 3709

Re: unrestricted VAR: possible to impose another constant value when forecasting?

Hello Matt,

Thanks for your prompt reply. Is there a model command I could use to overwrite the constant value? I'll be performing rolling regressions, and I'll like to program the 4 steps you suggest.

Thanks again,

Mara
by maragloria
Mon Nov 18, 2019 1:25 pm
Forum: Programming
Topic: unrestricted VAR: possible to impose another constant value when forecasting?
Replies: 4
Views: 3709

unrestricted VAR: possible to impose another constant value when forecasting?

Hi there,

I would like to know if it would be possible to change the constant in an unrestricted VAR to a different value prior to performing (dynamic) forecasts?
No other coefficient estimates need to change besides the constant.

Many thanks,

Mara
by maragloria
Thu Aug 29, 2019 1:57 pm
Forum: Programming
Topic: @strdate for current sample
Replies: 2
Views: 1819

Re: @strdate for current sample

Thanks for the prompt reply!
by maragloria
Thu Aug 29, 2019 1:19 pm
Forum: Programming
Topic: @strdate for current sample
Replies: 2
Views: 1819

@strdate for current sample

Hi there,

I understand that @strdate returns a string list corresponding to each element in workfile.
Is there a similar function available to obtain each element in the the current sample ?

Many thansk,

Mara
by maragloria
Fri Sep 22, 2017 6:13 am
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 3122

Re: fitted value off-scale - panel group-mean method

Thank you for your reply. If I understand correctly your explanation, the off-scale is a result of EViews using the mean betas to get the fit. Since a country-specific beta can be quite different from the mean, the resultant country-specific fit can be "off". I manually calculated fitted v...
by maragloria
Thu Sep 21, 2017 2:27 pm
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 3122

Re: fitted value off-scale - panel group-mean method

Please find it attached. Thank you!
by maragloria
Thu Sep 21, 2017 10:45 am
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 3122

fitted value off-scale - panel group-mean method

Hi there, I'm doing panel cointegration estimations, comparing group-mean with weighted-pooled method. Something weird is happenning with the fitted value when using group-mean method. It's off-scale compared to the values of the dependant variable. This does not happen with the weighted-pooled meth...
by maragloria
Wed Sep 06, 2017 7:31 am
Forum: Estimation
Topic: panel fully-modified OLS: AIC selects negative whitening lag
Replies: 4
Views: 3130

Re: panel fully-modified OLS: AIC selects negative whitening lag

Thank you very much.
Just a follow-up question, if instead I use a fixed lag number, then the same number is used for each individual cross-section, right?
by maragloria
Tue Sep 05, 2017 3:14 pm
Forum: Estimation
Topic: panel DOLS: how to exclude dummy interaction terms from short-run dynamics?
Replies: 1
Views: 1846

panel DOLS: how to exclude dummy interaction terms from short-run dynamics?

Hello, I'm trying to account for structural breaks in the cointegrating relatioship by including breakpoint dummies interacting with the long-run coefficients (as well as the intercept shift term) using panel DOLS estimator. How can I tell EViews (9.5) not to include these dummy interactions in the ...

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