Search found 82 matches

by RDS
Mon Aug 19, 2019 2:23 pm
Forum: Estimation
Topic: GMM, Time series HAC and Bandwidth Andrews
Replies: 1
Views: 64

GMM, Time series HAC and Bandwidth Andrews

I would like to run a system of equations with GMM with the following characteristics: Estimation method: Time series HAC Bandwidth selections: Andrews Kernel Option: Bartlett I run the system with the following options mymodel.gmm(instwgt=hac,instlag=1,instkern=Bartlett, instbw=andrews,nodf) Howeve...
by RDS
Thu Jun 20, 2019 7:52 am
Forum: Estimation
Topic: GMM and covariance among factors
Replies: 4
Views: 352

Re: GMM and covariance among factors

No, actually not, because @stderrs(1) refers to the 1st coefficient, which is not necessarily c(1)

How can I get the standard errors, which are associated directly to the parameter c(1): something like @stderrs(c(1))?.
by RDS
Thu Jun 20, 2019 7:45 am
Forum: Estimation
Topic: GMM and covariance among factors
Replies: 4
Views: 352

Re: GMM and covariance among factors

problem solved

Table = SDF.@stderrs(1)
by RDS
Thu Jun 20, 2019 7:23 am
Forum: Estimation
Topic: GMM and covariance among factors
Replies: 4
Views: 352

Re: GMM and covariance among factors

I am able to save the coefficients of this system in a Table, for example
Table(1,1) = SDF.c(1)
but I am not able to save the standard errors

do you have a suggestion?
by RDS
Fri Jun 07, 2019 2:43 am
Forum: General Information and Tips and Tricks
Topic: Scatter plot two vectors
Replies: 7
Views: 625

Re: Scatter plot two vectors

I have added two texts in my scatter plot

mygraph.addtext(0.1,0.1, x) TEXT1
mygraph.addtext(0.1,0.5, x) TEXT2

But I would like to remove the frame around them.
I tried various alternative unsuccessfully.

What should I do?
by RDS
Thu Jun 06, 2019 2:48 pm
Forum: Estimation
Topic: GMM and covariance among factors
Replies: 4
Views: 352

GMM and covariance among factors

Given the 7 variables (y1,...,y7) and the tree factors (x1, x2 and x3), is it possible to save the covariance of factors x1, x2 and x3 using GMM , after solving the system below? system SDF SDF.append ( y1*(1 - c(1)*(x1 - c(4)) - c(2)*(x2 - c(5)) - c(3)*(x3 - c(6))) ) = 0 @ c SDF.append ( y2*(1 - c(...
by RDS
Tue Jun 04, 2019 10:01 am
Forum: General Information and Tips and Tricks
Topic: Scatter plot two vectors
Replies: 7
Views: 625

Re: Scatter plot two vectors

I would like to add a result in a chart, but I cannot manage. for example: scalar scalar_x = 2.55555555555555 I first create a string: string X = @str(scalar_X, "f7..3") then I add it to the chart such as graph.addtext(.1,2.75 .1) X However, what I get is X and not 2.555. How can I get 2.5...
by RDS
Tue Jun 04, 2019 9:00 am
Forum: Suggestions and Requests
Topic: 45 degree line
Replies: 5
Views: 1788

Re: 45 degree line

Is it possible to add a fitted line with a zero intercept?

freeze(mygraph) Z.scat linefit ...... such that the intercept = 0
by RDS
Tue Jun 04, 2019 7:21 am
Forum: Suggestions and Requests
Topic: 45 degree line
Replies: 5
Views: 1788

Re: 45 degree line

is the 45 degree line option in a scatter plot chart now available?
by RDS
Mon Jun 03, 2019 10:05 am
Forum: General Information and Tips and Tricks
Topic: Scatter plot two vectors
Replies: 7
Views: 625

Re: Scatter plot two vectors

I have now a matrix Z with two vectors.

Is there a piece of program I can use such as
scat Z(1) Z(2)
where the first vector is plotted on the Y-axis and the second vector is plotted on the X-axis?
by RDS
Mon Jun 03, 2019 9:29 am
Forum: General Information and Tips and Tricks
Topic: Scatter plot two vectors
Replies: 7
Views: 625

Scatter plot two vectors

is it possible to scatter plot two vectors of equal size one on the Y-axis and the other on the X-axis?
by RDS
Mon Jun 03, 2019 4:29 am
Forum: Econometric Discussions
Topic: Estimating risk premium with GMM
Replies: 0
Views: 335

Estimating risk premium with GMM

QUESTION: Can GMM in Eviews solve over-identified systems? The estimation of risk premia as suggested by Cochrane (2000) - "Asset Pricing" on page 225 - requires to estimate an over-identified system of equations. However, when trying to estimate a risk premium with GMM, I get a "Nea...
by RDS
Thu Feb 14, 2019 6:39 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 583

Re: Program a regression line in a scatter plot

When I plot the chart, essentially they are a group of variables.
Unfortunately, if I change the sample period, also the chart changes.

Is it possible to freeze the cross-plot with the regression line as Figures?
by RDS
Wed Feb 13, 2019 8:54 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 583

Re: Program a regression line in a scatter plot

Perfect.

Is there a possibility to show the coefficients and the R2?

Is there a possibility to relabel the axis: for example Y is OUTPUT and X is PRICES?
by RDS
Wed Feb 13, 2019 8:25 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 583

Program a regression line in a scatter plot

I would like to create a scatter plot between Y and X and add a regression line

graph FIG.scat Y X

Whats is the programming lines needed to add the regression line to the chart (FIG)?

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