Search found 40 matches

by bvguizar
Tue Jun 21, 2016 3:15 am
Forum: Econometric Discussions
Topic: Standard error correction when using control function appro
Replies: 0
Views: 921

Standard error correction when using control function appro

Dear all, I am trying to fit a linear regression model with one endogenous variable using the control function approach -two-stage residual inclusion estimator- as described in Wooldridge (2010, pp. 126-129). estimation needed: (1) reg y2 x1 x2 z1 z2 (2) predict u^, res (3) reg y1 y2 x1 x2 u^ where ...
by bvguizar
Sat Mar 14, 2015 9:00 am
Forum: Data Manipulation
Topic: How to export graphs to Latex
Replies: 4
Views: 1765

Re: How to export graphs to Latex

Thank you guys this is really helpful :D
by bvguizar
Fri Mar 13, 2015 3:42 am
Forum: Data Manipulation
Topic: How to export graphs to Latex
Replies: 4
Views: 1765

How to export graphs to Latex

Hi, I exported my graphs from Eviews to latex using save to disk and when printed in latex my supervisor asked me while it looked to so blurry :oops: :oops: Is there any other way to export it or any Add In for graphs? I transported using the package graphicx and the command \includegraphics[width=\...
by bvguizar
Wed Mar 04, 2015 5:24 pm
Forum: Estimation
Topic: Asymmetric version of unrestricted Bivariate BEKK model
Replies: 0
Views: 859

Asymmetric version of unrestricted Bivariate BEKK model

Hi,
Can anyone help me to code the asymmetric version of the bivariate BEKK model (Kroner & Ng, 1998)?

Thank you
by bvguizar
Thu Feb 26, 2015 12:53 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 70654

Re: DCCGARCH11

Thank you, I have a bit of a theoretical question. The conditional volatility residuals of the dcc model is the same as the variance?
by bvguizar
Thu Feb 26, 2015 1:28 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 70654

Re: DCCGARCH11

I am trying to use this add in while I'm offline but it doesn't let me. Do you have to be online to use it? It says it expired. Thank you
by bvguizar
Thu Jan 29, 2015 4:06 am
Forum: Estimation
Topic: MGARCH Diagonal BEKK results & Volatility spillovers
Replies: 20
Views: 15193

Re: MGARCH Diagonal BEKK results & Volatility spillovers

Thanks so much for your feedback. I realize it is for garch in mean, I also did the same without the mean garch effect. I adjusted the coding and made the iterations 1000. Thanks for pointing that out! On your last comment - consider this paper by Christopher, et al and note on page 1076. Do they u...
by bvguizar
Mon Jan 05, 2015 7:06 am
Forum: Programming
Topic: VAR-GARCH
Replies: 10
Views: 4977

Re: VAR-GARCH

I am new to programming. I'm not sure where to put a VAR-GARCH model in here? The issue here appears to be more demanding than your programming skills. Your task requires technical background regarding: i) Spillover effects, ii) VAR-GARCH models and iii) Maximum likelihood estimation. I thought I h...
by bvguizar
Mon Jan 05, 2015 5:49 am
Forum: Programming
Topic: VAR-GARCH
Replies: 10
Views: 4977

Re: VAR-GARCH

Dear Trubador, I am new to programming. I'm not sure where to put a VAR-GARCH model in here? However, I have checked other posts http://forums.eviews.com/viewtopic.php?f=4&t=1298&p=26964#p26964 http://forums.eviews.com/viewtopic.php?f=4&t=9476 I thought I have changed the bivariate model...
by bvguizar
Fri Jan 02, 2015 9:30 am
Forum: Programming
Topic: VAR-GARCH
Replies: 10
Views: 4977

Re: VAR-GARCH

Dear Trubador,

I went through the post you sent and I was wondering if the programming for spillover ratios can be done using three variables?

I have done the programming again but when I ran it I see many problems. Please find attached the program and the E-views file. Could you help me with this?
by bvguizar
Tue Dec 30, 2014 8:28 am
Forum: Programming
Topic: VAR-GARCH
Replies: 10
Views: 4977

Re: VAR-GARCH

Dear Trubador,

How can you calculate spillover ratios using BEKK or DCC models?
by bvguizar
Fri Dec 19, 2014 6:45 am
Forum: Estimation
Topic: VAR-GARCH model of inflation and output growth
Replies: 8
Views: 5475

Re: VAR-GARCH model of inflation and output growth

Nothing seems wrong with those steps. There may be an issue specific to the version 6, but I am not sure. Run the following code from within a program window (File-New-Program) or execute them one at a time from the command window: group yvar.add inf y var meaneq.ls 1 2 yvar meaneq.makesystem(n=var...
by bvguizar
Fri Dec 19, 2014 5:10 am
Forum: Programming
Topic: VAR-GARCH
Replies: 10
Views: 4977

Re: VAR-GARCH

Hi,

Did you get a reply about this? I am trying to do the same thing but for ethanol market.
by bvguizar
Fri Dec 19, 2014 5:08 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 70654

Re: DCCGARCH11

I can't find the documentation on the

c:/... or the manage add in. Can someone help me please?

Thank you
by bvguizar
Fri Mar 07, 2014 5:31 am
Forum: Estimation
Topic: Using Census Bureau's X12 ARIMA within EViews
Replies: 2
Views: 3368

Re: Using Census Bureau's X12 ARIMA within EViews

Hello, I have tried to use Census X13 and I get the following error: NOTE: Unable to test AO2010.Jan due to regression matrix singularity. The effect of this outlier is already accounted for by other regressors (usually user-specified or previously identified outliers). *****************************...

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