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
Search found 6 matches
- Wed May 11, 2011 11:44 pm
- Forum: Add-in Support
- Topic: Mishkin Test
- Replies: 16
- Views: 31431
- Wed May 11, 2011 10:02 pm
- Forum: Estimation
- Topic: Vuong test using Eviews
- Replies: 1
- Views: 4517
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...
- Wed Feb 09, 2011 11:22 pm
- Forum: Programming
- Topic: Hazard Model
- Replies: 0
- Views: 1968
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
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
- Tue Feb 01, 2011 2:13 am
- Forum: Programming
- Topic: Mishkin Test
- Replies: 4
- Views: 5081
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 ...
- Tue Feb 01, 2011 2:11 am
- Forum: Programming
- Topic: Mishkin Test
- Replies: 4
- Views: 5081
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...
- Mon Jan 31, 2011 1:08 am
- Forum: Programming
- Topic: Mishkin Test
- Replies: 4
- Views: 5081
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
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