Search found 6 matches

by abbas
Wed May 11, 2011 11:44 pm
Forum: Add-in Support
Topic: Mishkin Test
Replies: 16
Views: 15223

Re: Mishkin Test

Dears,

Unfortunately, this thread leads to "near singular matrix" with any data. I think you should not restrict the constant to be the same in the two equations.

Thank you

Abbas Aflatooni
by abbas
Wed May 11, 2011 10:02 pm
Forum: Estimation
Topic: Vuong test using Eviews
Replies: 1
Views: 2511

Re: Vuong test using Eviews

Dear Use this program in EViews. Instead of mv, bv and eps, you should insert your series. ' Vuong Z-test prog. by Aflatooni create u 1000 series mv=rnd series bv=nrnd series eps=nrnd equation eq1.ls mv c bv series rss1 =@ssr genr res1=resid^2 equation eq2.ls mv c eps series rss2 =@ssr genr res2=res...
by abbas
Wed Feb 09, 2011 11:22 pm
Forum: Programming
Topic: Hazard Model
Replies: 0
Views: 759

Hazard Model

Dears

I want to run a hazard model in Eviews to bankruptcy prediction but I cannot find any tools or programs for this aim. Can you help me?

Tank you
Abbas Aflatooni
by abbas
Tue Feb 01, 2011 2:13 am
Forum: Programming
Topic: Mishkin Test
Replies: 4
Views: 1875

Re: Mishkin Test

Dears, At firs I think that the Wald test is correct but it is not a correct respones. I wrote the following program, now (LR test). is it work correctly, please? (Final Version) Thank you @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ create u 100 series returns=nrnd series earnings=nrnd rnd(c) 'generate ...
by abbas
Tue Feb 01, 2011 2:11 am
Forum: Programming
Topic: Mishkin Test
Replies: 4
Views: 1875

Re: Mishkin Test

Dears, At firs I think that the Wald test is correct but it is not a correct respones. I wrote the following program, now (LR test). is it work correctly, please? Thank you @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ create u 100 series ret=nrnd series earn=nrnd rnd(c) 'generate random starting values e...
by abbas
Mon Jan 31, 2011 1:08 am
Forum: Programming
Topic: Mishkin Test
Replies: 4
Views: 1875

Mishkin Test

Dears
I want to run the Mishkin (1983) test with Eviews 7. This needs a program with programming tools in Eviews. Can you help me?
Thanks
Abbas Aflatooni
E-mail: abbasaflatooni@gmail.com

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