Search found 10 matches

by gordeza
Fri Aug 03, 2012 8:37 am
Forum: Estimation
Topic: Panel cointegration estimations - possible with Eviews 7?
Replies: 32
Views: 16009

Re: Panel cointegration estimations - possible with Eviews 7

Non-panel FMOLS and DOLS are supported as built-in features in EViews 7 for non-panel structured workfiles. It is possible that you could use these new FMOLS, DOLS tools to, with a bit of work, construct a panel version of the those estimators (by averaging over the individual cross-section estimat...
by gordeza
Thu Mar 08, 2012 7:55 am
Forum: Add-in Support
Topic: TARCOINT
Replies: 46
Views: 41491

Re: TARCOINT

Professor Siklos, one of the authors of the article "Cointegration and Threshold Adjustment", noted in an email exchange that using an exogenous threshold series may have uncertain statistical implications and therefore threshold series should be derived from the underlying equilibrium re...
by gordeza
Sat Nov 19, 2011 1:42 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45383

Re: TVAR (Threshold VAR)

Hi Gareth,
Thanks a ot for helping thousands in this forum.
It would be greatly appreciated if you could elaborate a bit more on how to get the threshold value display in the TVAR output.
Also, how to edit the add-in code?
Thanks in advance.
Gordeza
by gordeza
Wed Nov 09, 2011 5:11 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45383

Re: TVAR (Threshold VAR)

Somehow it's finally working.
Thanks so much!
by gordeza
Tue Nov 08, 2011 5:19 pm
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45383

Re: TVAR (Threshold VAR)

Thanks in advance Gareth. Here is the file; which is the data from Tsay 1998 testing and modelling threshold models. I also hope the output displays the threshold.
by gordeza
Tue Nov 08, 2011 7:03 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45383

Re: TVAR (Threshold VAR)

I've re-installed everything and now I keep getting the very same error message that Mihaain mentioned early: "R(for 'testtar<-TVAR(g, 1, include="const"model="TAR",thhresh=1)') returned an error: evaluation stopped because of an error". Any idea on how to proceed? Btw,...
by gordeza
Mon Nov 07, 2011 7:28 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45383

Re: TVAR (Threshold VAR)

Hi great people, I'm trying to run TVAR with the new add-in but keep seeing this error message "noexternal connection is open". I've R and I've tried to run tsDyn although I'm not s sure whether I've done the later right (I mean tsDyn). Can anyone tell me what the above error mean and how ...
by gordeza
Fri Jul 29, 2011 6:40 am
Forum: Programming
Topic: Eviews code for Panel threshold of Hansen
Replies: 6
Views: 6078

Eviews code for Panel threshold of Hansen

Hi friends, I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002). Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them? I am so sorry if this seems straightf...
by gordeza
Mon Feb 01, 2010 10:48 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 94129

Re: Gregory-Hansen Cointegration Test

Hi Trubador,
I need some help on the G-H cointegration. Is there any way to get the coefficients of the Gregory-Hansen cointegration? I mean coefficients such as those included in Eviews' Johansen's cointegrating equation.
Thanks in advance.
Gordeza
by gordeza
Mon Jan 05, 2009 11:43 pm
Forum: Estimation
Topic: Threshold cointegration and grid search
Replies: 1
Views: 1741

Threshold cointegration and grid search

:roll: Please, I need your help on how to perform a threshold cointegration and a grid search procedure in Eviews, if these are possible? Thanks in advance!

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