I am using Eviews 8.1 but am collaborating with someone using Eviews 7. I cannot open workfiles coming from the latter version, Eviews either crashes or the following error message "internal error 504 504" appears.

Is this a common bug? Any suggestions what to do about that?

## Search found 25 matches

- Fri Jan 08, 2016 2:15 am
- Forum: Bug Reports
- Topic: error when opening eviews 7 WF in eviews 8.1
- Replies:
**1** - Views:
**1653**

- Fri Jul 29, 2011 2:24 am
- Forum: Add-in Support
- Topic: GetMacroData
- Replies:
**3** - Views:
**8907**

### Re: GetMacroData

and

How involed would it be to upgrade the add-in so that one could also choose the unit of the time series? e.g. considering again industrial production, one is mostly interested in the (compounded) change

and not in the index itself.

How involed would it be to upgrade the add-in so that one could also choose the unit of the time series? e.g. considering again industrial production, one is mostly interested in the (compounded) change

and not in the index itself.

- Fri Jul 29, 2011 2:18 am
- Forum: Add-in Support
- Topic: GetMacroData
- Replies:
**3** - Views:
**8907**

### Re: GetMacroData

Hey. I find this add-in very useful for directly downloading specific data series. The documentation mentions that if data is copyrighted, download wouldn't work. It mentions Moodys corporate bond yield as an example. I was wondering how to find (before trying out) which series are copyrighted? I di...

- Sun Jun 12, 2011 10:12 am
- Forum: Programming
- Topic: DM-test : saving the asymptotic variance
- Replies:
**1** - Views:
**1224**

### DM-test : saving the asymptotic variance

Hello. I'm using Eviews7. I want to calculate the Diebold Mariano test to evaluate forecasting performances. To calculate the test statistic, I need an estimate of the asymptotic variance of the loss differential series. I though I could just use the .lvar from my series object. However, I didn't fi...

- Thu Apr 28, 2011 1:11 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

How can I get numeric derivatives of my expression for the conditional variance? Is there any built-in function? I didn't find anything in the manual.

- Wed Apr 27, 2011 5:33 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

thats for the gradients of the likelihood, right?

However, the formula to calculate the B&W errors uses also gradients of the conditional variance process with respect to the parameters.

If Eviews internally uses this formula, how does it get those derivatives?

However, the formula to calculate the B&W errors uses also gradients of the conditional variance process with respect to the parameters.

If Eviews internally uses this formula, how does it get those derivatives?

- Tue Apr 26, 2011 1:21 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

Unfortunately, I am still struggeling with computing robust standard errors. The formula given in B&W uses first derivatives of the conditional variance wrt to the parameters. In my case, analytical derivatives are very tricky to program, so I was wondering whether there is anything built-in, to...

- Thu Apr 14, 2011 9:37 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

Hello. I had a look at the B&W paper. They derive an expresson for an estimator for the B&W errors which requires no second derivatives. Could you tell me if Eviews internally uses this formula with first derivatives normally calculate the B&W errors, that is when estimating an GARCH equ...

- Mon Apr 11, 2011 8:09 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

Thank you for your replies. I didn't look at the original paper yet, but I found the formula in hamiltons time series analysis. Could you tell me, how EViews calculates the robust standard errors when estimating GARCH in an equation object? That would help me a lot. Basically, I just want to replica...

- Fri Apr 08, 2011 1:55 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### Re: quasi MLE standard errors

Thank you.

Well, the formula I found for calculating the QMLE covariance estimator is: T^{-1} ( I_1 * I_2^{-1} * I_1 )^{-1},

where I_1 is the outer product of the gradient vector with itself,

and I_2 is the negative Hessin Matrix evaluated at the parameters.

Is there any way to compute the Hessian?

Well, the formula I found for calculating the QMLE covariance estimator is: T^{-1} ( I_1 * I_2^{-1} * I_1 )^{-1},

where I_1 is the outer product of the gradient vector with itself,

and I_2 is the negative Hessin Matrix evaluated at the parameters.

Is there any way to compute the Hessian?

- Thu Apr 07, 2011 7:19 am
- Forum: Programming
- Topic: quasi MLE standard errors
- Replies:
**12** - Views:
**3997**

### quasi MLE standard errors

Hey. I'm using Eviews7. I am estimating a GARCH model using a likelihood approach, i.e. using a LoglObject. I want to construct robust t-stats by using the Bollerslev-Woolridge estimator for the standard errors. Since I didn't find it already implemented, I'd like to calculate those "by hand&qu...

- Fri Mar 18, 2011 7:10 am
- Forum: Programming
- Topic: loop of program run
- Replies:
**2** - Views:
**1098**

### Re: loop of program run

perfect! thank a lot, I really appreaciate you answering immediately ...

- Thu Mar 17, 2011 12:31 pm
- Forum: Programming
- Topic: loop of program run
- Replies:
**2** - Views:
**1098**

### loop of program run

Hello, I'm using Eviews 7. I'm not sure whether this has already been discussed, but haven't found anything yet in the forum. I wrote a program which takes different arguments and takes a long time to run through. What I would like to do, is to let the program run with different arguments, one after...

- Wed Mar 09, 2011 9:26 am
- Forum: Add-in Support
- Topic: LDVHAC
- Replies:
**8** - Views:
**9956**

### Re: LDVHAC

ah, ok. So, then there is no way to use the add-in in my particular case?

- Wed Mar 09, 2011 5:31 am
- Forum: Add-in Support
- Topic: LDVHAC
- Replies:
**8** - Views:
**9956**

### Re: LDVHAC

Hello, I just stumbled across the range of add-ons provided for eviews7. For what object is this add-on intended? I'm estimating a specific garch -model by MLE, i.e. using a LOGL object and would like to estimated robust t-stats with HAC standard errors. Is this add-on applicable for my case? Thanks...