Search found 13 matches

by kpukthua
Sun Nov 07, 2010 4:48 am
Forum: Programming
Topic: Out-of-sample PCs
Replies: 0
Views: 1451

Out-of-sample PCs

Hi, I have a problem that I can't solve. Using the data from year t-1, I'd like to estimate eigenvectors and sorted from the largest to smallest eigenvalue. Then, I need to estimate principal components from returns in the subsequent calendar year (or year t). In other words, the weightings (eigenve...
by kpukthua
Sun Nov 07, 2010 4:46 am
Forum: Estimation
Topic: Estimate out-of-sample principal components
Replies: 0
Views: 1547

Estimate out-of-sample principal components

Hi, I have a problem that I can't solve. Using the data from year t-1, I'd like to estimate eigenvectors and sorted from the largest to smallest eigenvalue. Then, I need to estimate principal components from returns in the subsequent calendar year (or year t). In other words, the weightings (eigenve...
by kpukthua
Sun Jul 04, 2010 2:42 pm
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 106359

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

Hi Gareth or anyone, I successfully added in the Bai-Perron test. Do you know where I can get the manual to understand the results? I searched from Internet and help function in R program but couldn't find it. I regressed adjusted R-square on time and got the following results. Will appreciate very ...
by kpukthua
Fri Jul 02, 2010 7:54 pm
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 106359

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

Merih: I also have the same problem. Can you please let me know once you figure out? Thanks!
by kpukthua
Fri Jul 02, 2010 1:09 pm
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 106359

Re: BaiPerron (Bai-Perron breakpoint test - Requires R)

Hi,

Does anyone know how I can perform this test? I'm using Eviews 7 and can't find it.

Thank you.
by kpukthua
Fri Oct 09, 2009 7:58 pm
Forum: Estimation
Topic: Detecting influential observations
Replies: 3
Views: 3838

Re: Detecting influential observations

Thank you very much, Trubador and Hetero. I really appreciate your suggestions.
by kpukthua
Wed Oct 07, 2009 6:39 pm
Forum: Estimation
Topic: Detecting influential observations
Replies: 3
Views: 3838

Detecting influential observations

Hi, Does anyone know how we can detect influential observations from time series of data using Eviews? For instance, I have two time-series daily return data of Argentina and Chile and they are highly correlated. I would like to check which observations causes such high correlation, so how can we de...
by kpukthua
Mon Jul 20, 2009 1:25 am
Forum: Estimation
Topic: Odds ratio for multivariate logit
Replies: 0
Views: 2779

Odds ratio for multivariate logit

Dear All,

I wonder if anyone knows how to estimate [i]odds ratio[/i] for multivariate logit regression using eviews.

Thank you.

Kuntara
by kpukthua
Mon Jun 22, 2009 7:55 pm
Forum: Estimation
Topic: Propensity score matching
Replies: 2
Views: 3868

Re: Propensity score matching

Thanks, Javier. I will take your advice.
by kpukthua
Fri Jun 19, 2009 2:49 pm
Forum: Estimation
Topic: Propensity score matching
Replies: 2
Views: 3868

Propensity score matching

Hi, I wonder if you know the algorithm to perform propensity score matching via Eviews. It is the matching procedure based on propensity scores developed by Deheja and Wahba (1999, 2002). It's used to find matching firms based on some characteristics such as age, industry, book-to-market and to cont...
by kpukthua
Sat Mar 28, 2009 11:27 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 79
Views: 146454

Re: Dynamic conditional correlation multivariate GARCH

Thank you very much. I really appreciate your help.
by kpukthua
Mon Mar 16, 2009 10:22 pm
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 79
Views: 146454

Dynamic conditional correlation multivariate GARCH

Hi

I'm a rigorous Eviews user for research.

Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu

My name is Kuntara. Thank you very much!
by kpukthua
Mon Mar 16, 2009 12:04 pm
Forum: Programming
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 0
Views: 2010

Dynamic conditional correlation multivariate GARCH

Hi I'm a rigorous Eviews user for research.

Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!

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