Search found 10 matches
- Fri Aug 03, 2012 8:37 am
- Forum: Estimation
- Topic: Panel cointegration estimations - possible with Eviews 7?
- Replies: 32
- Views: 33412
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...
- Thu Mar 08, 2012 7:55 am
- Forum: Add-in Support
- Topic: TARCOINT
- Replies: 47
- Views: 97865
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...
- Sat Nov 19, 2011 1:42 am
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84515
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
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
- Wed Nov 09, 2011 5:11 am
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84515
Re: TVAR (Threshold VAR)
Somehow it's finally working.
Thanks so much!
Thanks so much!
- Tue Nov 08, 2011 5:19 pm
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84515
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.
- Tue Nov 08, 2011 7:03 am
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84515
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,...
- Mon Nov 07, 2011 7:28 am
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84515
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 ...
- Fri Jul 29, 2011 6:40 am
- Forum: Programming
- Topic: Eviews code for Panel threshold of Hansen
- Replies: 6
- Views: 10252
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...
- Mon Feb 01, 2010 10:48 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 421707
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
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
- Mon Jan 05, 2009 11:43 pm
- Forum: Estimation
- Topic: Threshold cointegration and grid search
- Replies: 1
- Views: 3485
Threshold cointegration and grid search
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!