Search found 40 matches
- Tue Jun 21, 2016 3:15 am
- Forum: Econometric Discussions
- Topic: Standard error correction when using control function appro
- Replies: 0
- Views: 2450
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 ...
- Sat Mar 14, 2015 9:00 am
- Forum: Data Manipulation
- Topic: How to export graphs to Latex
- Replies: 4
- Views: 6606
Re: How to export graphs to Latex
Thank you guys this is really helpful
- Fri Mar 13, 2015 3:42 am
- Forum: Data Manipulation
- Topic: How to export graphs to Latex
- Replies: 4
- Views: 6606
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=\...
- Wed Mar 04, 2015 5:24 pm
- Forum: Estimation
- Topic: Asymmetric version of unrestricted Bivariate BEKK model
- Replies: 0
- Views: 2234
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
Can anyone help me to code the asymmetric version of the bivariate BEKK model (Kroner & Ng, 1998)?
Thank you
- Thu Feb 26, 2015 12:53 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420012
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?
- Thu Feb 26, 2015 1:28 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420012
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
- Thu Jan 29, 2015 4:06 am
- Forum: Estimation
- Topic: MGARCH Diagonal BEKK results & Volatility spillovers
- Replies: 20
- Views: 32011
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...
- Mon Jan 05, 2015 7:06 am
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 12724
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...
- Mon Jan 05, 2015 5:49 am
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 12724
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...
- Fri Jan 02, 2015 9:30 am
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 12724
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?
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?
- Tue Dec 30, 2014 8:28 am
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 12724
Re: VAR-GARCH
Dear Trubador,
How can you calculate spillover ratios using BEKK or DCC models?
How can you calculate spillover ratios using BEKK or DCC models?
- Fri Dec 19, 2014 6:45 am
- Forum: Estimation
- Topic: VAR-GARCH model of inflation and output growth
- Replies: 8
- Views: 11224
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...
- Fri Dec 19, 2014 5:10 am
- Forum: Programming
- Topic: VAR-GARCH
- Replies: 10
- Views: 12724
Re: VAR-GARCH
Hi,
Did you get a reply about this? I am trying to do the same thing but for ethanol market.
Did you get a reply about this? I am trying to do the same thing but for ethanol market.
- Fri Dec 19, 2014 5:08 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 420012
Re: DCCGARCH11
I can't find the documentation on the
c:/... or the manage add in. Can someone help me please?
Thank you
c:/... or the manage add in. Can someone help me please?
Thank you
- Fri Mar 07, 2014 5:31 am
- Forum: Estimation
- Topic: Using Census Bureau's X12 ARIMA within EViews
- Replies: 2
- Views: 6496
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). *****************************...