Search found 7 matches
- Wed Mar 21, 2012 7:58 am
- Forum: Econometric Discussions
- Topic: Clustered errors
- Replies: 27
- Views: 39541
Re: Clustered errors
Hi, I have a cross-sectional dataset of 130 observations. These observations are selected over 20 different countries, for different periods in time. I do not have an equal number of observations for each country, nor do I have equal time periods for each observations. Eg: 3 observations for country...
- Thu Aug 04, 2011 6:09 am
- Forum: Econometric Discussions
- Topic: simulate CV structural break
- Replies: 0
- Views: 1814
simulate CV structural break
Hi,
Does anyone know how you have to simulate critical values for a unit root when your series contains a structural break?
Does anyone know how you have to simulate critical values for a unit root when your series contains a structural break?
- Mon May 16, 2011 12:18 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143889
Re: ARIMASel (Automatic ARIMA selection)
Because a VAR Object with only one endogenous variable and no exogenous variables is the same as an AR model of that variable with the same lags. (regressioncoefficients, standard deviations, t-values are all the same- so why wouldn't the optimal lag length be?)
- Fri May 13, 2011 1:41 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143889
Re: ARIMASel (Automatic ARIMA selection)
Hi, When I use the add-in to determine the optimal AR lag length of a series I get an AR(1) according to the Hannan-Quinn criteria. When I estimate the same model as a VAR-object with the same series the Hannan-Quinn criteria points at an AR(5). I entered 10 lags as maximum lag length in both the Ad...
- Wed May 04, 2011 1:49 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143889
Re: ARIMASel (Automatic ARIMA selection)
Thank you very much!
- Tue May 03, 2011 8:22 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143889
Re: ARIMASel (Automatic ARIMA selection)
I have to determine the appropriate AR specification of at least 100 series. I want eviews to save the recommended specification under the same (or a slightly adjusted) name as the series. Is it possible to program this or do I as have to replace chosenstr (in your example) by the seriesname each ti...
- Tue May 03, 2011 6:17 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 143889
Re: ARIMASel (Automatic ARIMA selection)
string chosenstr = {%eqname}.@spec
How can I change the above code such that Eviews gives automatically the name of the open series to the recommended specification?
Kind greetings,
How can I change the above code such that Eviews gives automatically the name of the open series to the recommended specification?
Kind greetings,