Search found 15 matches

by kzmh78
Tue Nov 07, 2023 4:41 pm
Forum: Bug Reports
Topic: A bug in the DID?
Replies: 4
Views: 6687

Re: A bug in the DID?

Thank you for releasing the Patch !
I estimate using Nov 7 2023 build ver, the coefficient of TREATED is now -0.036549, as written on page 1296 of the Users Guide2.
by kzmh78
Mon Nov 06, 2023 8:08 pm
Forum: Bug Reports
Topic: A bug in the DID?
Replies: 4
Views: 6687

A bug in the DID?

Hi, I did the Callaway and Sant'Anna (2021) example on page 1294 of Users Guide2. Then, on page 1296 of the Users Guide, the coefficient of TREATED is -0.036549, but my estimate is 5.776771 (see eq01). However, as is, if I do the CS Group-Time Effects on page 1296, I get the results on page 1297 (se...
by kzmh78
Wed Feb 22, 2023 12:27 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 259935

Re: Diebold-Yilmaz index

Thanks for your comment! I will check it out.
by kzmh78
Fri Feb 17, 2023 1:39 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 259935

Re: Diebold-Yilmaz index

Hello, when I calculate the Diebold-Yilmaz spillover index using 51 series, I get the error message 'Error 1114 in encrypted program'.
Is there an upper limit to the number of series available?
I am an EViews13 user and used the command line ('dyindex 4 @ ser01 ser02 ser03 ... ser51').
by kzmh78
Tue Dec 22, 2020 3:35 am
Forum: Add-in Support
Topic: tvgc add-in
Replies: 16
Views: 45432

Re: tvgc add-in

Thank you for your Comment. I used version 11.
by kzmh78
Mon Dec 21, 2020 1:55 am
Forum: Add-in Support
Topic: tvgc add-in
Replies: 16
Views: 45432

tvgc add-in

Hi, When I run a tvgc add-in and check the tvgc.pdf's example using moneyincome.wf1,
then I got a error message 'Error 17 in encrypted program'. 
What could be the cause?
by kzmh78
Mon Jun 08, 2020 5:16 am
Forum: Estimation
Topic: SVAR with scenarios
Replies: 7
Views: 11797

Re: SVAR with scenarios

Thank you !
by kzmh78
Sat Jun 06, 2020 7:32 am
Forum: Estimation
Topic: SVAR with scenarios
Replies: 7
Views: 11797

Re: SVAR with scenarios

Hi,
I wish to analyse impulse response for Similar Structural VAR model.
Is it possible to estimate a impulse response analysis and variance decomposition on the model object or system object?
by kzmh78
Wed Oct 16, 2013 4:16 am
Forum: Econometric Discussions
Topic: ordering of variables in pedroni panel cointegration
Replies: 3
Views: 3868

Re: ordering of variables in pedroni panel cointegration

Hi !

I am doing pedroni panel cointegration tests using same methods (open as a group to test for cointegration).
Then the tests results display that 'series: gdp exp'.
Is gdp a used dependent variables? (Is gdp the 'y' at equation(38.6) in Users Guide2 ?)
by kzmh78
Fri Mar 22, 2013 3:13 am
Forum: Programming
Topic: Monte Carlo
Replies: 12
Views: 12015

Re: Monte Carlo

Hello,

When monte carlo program generate a sequence of random numbers,
almost of examples had used a Nornal disitrubution,mean is 0, and variance is 1(using command @rnorm or nrnd).

However, I want to use a nornal disitrubution,mean is 2, and variance is 3.

Does EViews have any commands?
by kzmh78
Sun Nov 20, 2011 7:39 pm
Forum: Data Manipulation
Topic: change the number of chars in the tables
Replies: 0
Views: 1792

change the number of chars in the tables

Hi !

Using freeze command, I made the many tables from results of estimation.

I want to collectively change the number of chars in all these table's into a workfile.

Of course, I know a CellFmt button in the table. But I have many many tables...

Do you Know any useful methods ?
by kzmh78
Tue Nov 15, 2011 5:04 am
Forum: Bug Reports
Topic: Near singular matrix
Replies: 3
Views: 12902

Re: Near singular matrix

Hi

Thank you very much for useful reply.
by kzmh78
Mon Nov 14, 2011 8:58 am
Forum: Bug Reports
Topic: Near singular matrix
Replies: 3
Views: 12902

Near singular matrix

Hi !

When we estimated a VAR(2) model, we got a result of estimation.

But, When we individually estimated the each equation.
Then, error message 'Near singular matrix error.Regressors may be perfectly collinear' was displayed.

Is this Bug?
by kzmh78
Mon Feb 21, 2011 6:07 am
Forum: Programming
Topic: panel data bootstrap
Replies: 0
Views: 2161

panel data bootstrap

Hello, I am Eviews7 user.

I estimated a panel regression.

Using bootstrap method, I want to draw from the grouped residuals by individual as ei(=ei1....eit) with replacement.

do EViews7 have a useful command or programs ?
by kzmh78
Mon Nov 08, 2010 4:57 pm
Forum: Estimation
Topic: Pool GARCH
Replies: 1
Views: 2534

Pool GARCH

Hello, I am a EViews7.1 user. Can EViews7 estimate pool GARCH? I converted a panel data of 10(N)x10(T) into a pool data of 100 obs (series data of 100 obs). Next, I copied this series data(pool data of 100 obs) into new workfile(frequency:integer data) As a result, When I estimate a equation, I coul...

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