Search found 82 matches

by maragloria
Fri Sep 22, 2017 6:13 am
Forum: Programming
Topic: fitted value off-scale - panel group-mean method
Replies: 5
Views: 925

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: 925

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: 925

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: 1196

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: 683

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 ...
by maragloria
Tue Aug 29, 2017 11:14 am
Forum: Estimation
Topic: panel fully-modified OLS: AIC selects negative whitening lag
Replies: 4
Views: 1196

panel fully-modified OLS: AIC selects negative whitening lag

Hello, I'm using EViews 9.5. I'm using FM-OLS to estimate data in panel. When using information criteria such as AIC or BIC to select the whitenning lags, I'm getting: "Long-run covariance estimates (Prewhitening with lags = -1 from AIC, maxlags = 4 ... )" I find that strange, as if I try ...
by maragloria
Tue Aug 01, 2017 9:35 am
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

Re: retrieving lags selected by AIC/BIC

Got it! Thank you very much.
by maragloria
Tue Aug 01, 2017 9:14 am
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

Re: retrieving lags selected by AIC/BIC

Hello Gareth, I run the following code to retrieve the lags selected by AIC, using ARDL/PMG panel estimator. The code searches for the minimum AIC. 'run ARDL/PMG estimation !maxlagcrit=4 !mininfocrit=10 for !lagdep=1 to !maxlagcrit for !lagexp=1 to !maxlagcrit equation _eqardl_aic.ardl(fixed,deplags...
by maragloria
Fri Jul 28, 2017 5:09 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

Re: retrieving lags selected by AIC/BIC

Thank you for the reply, I'll use the residuals option.
by maragloria
Fri Jul 28, 2017 1:32 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

Re: retrieving lags selected by AIC/BIC

equation eqdols.cointreg(method=dols, lag=1, lead=1, panmethod=grouped) neerln cpieff nfa totln prodeff gdebteff
!aictemp=_eqdols.@aic

I also used the "pooled" and "w-pooled" methods (and greater number of lags & leads) to check if matters; I still got NA.
by maragloria
Fri Jul 28, 2017 1:07 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

Re: retrieving lags selected by AIC/BIC

Hello Gareth,

I was doing that but wondered if there was a better way to do it.

I'm thinking of doing something else, saving the AIC to make my own comparisons. I just realised that when using panel DOLS the @aic command returns NA (eqdols.@aic). Is that normal?

Thanks again.
by maragloria
Fri Jul 28, 2017 9:02 am
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 1758

retrieving lags selected by AIC/BIC

Hello,

I'm using EViews 9.5 and doing panel cointegration estimations using DOLS and PMG/ARDL.

Is there a easy way to retrieve the lags selected by AIC/BIC using a program?

Thanks!
by maragloria
Fri Jul 07, 2017 7:02 am
Forum: Bug Reports
Topic: mixed graph, panel data: crashing when pressing on "options" buttom
Replies: 1
Views: 500

mixed graph, panel data: crashing when pressing on "options" buttom

Hi there,

I'm using EViews 9.5.

I have panel-structured data. EViews crashes when doing "mixed" graphs using individual cross-sections and pressing on the options button. This does not happen when using a simple "line" graph.

Best regards.
by maragloria
Sun May 28, 2017 6:30 am
Forum: Programming
Topic: panel graph using @meansby
Replies: 3
Views: 996

Re: panel graph using @meansby

Hello Glenn, Thanks for your reply. Two reasons why I was thinking of using @meansby: 1) The command "panel=medmxmn" is not working properly. When I run the code graph _cxnfa.line(panel=medmxmn) nfa I get the following graph: cxnfa_medmxmn.jpg 2) I would like to get a graph with min-mean-m...
by maragloria
Sun May 28, 2017 6:14 am
Forum: Estimation
Topic: panel PMG/ARDL: cross-sectional averages removed?
Replies: 0
Views: 604

panel PMG/ARDL: cross-sectional averages removed?

Hello Glenn, In this post from Wed Jul 09, 2014 3:58 pm, you replied that in panel DOLS estimations ... In all cases, we remove the deterministics by running cross-section specific regressions on the appropriate deterministics and obtaining residuals. For case 1 it's a constant so it's equivalent to...

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