Search found 13 matches

by klotzle
Wed Nov 16, 2022 3:30 am
Forum: Data Manipulation
Topic: Importing Data as Panel Data to apply Diff-in-Diff
Replies: 4
Views: 4938

Re: Importing Data as Panel Data to apply Diff-in-Diff

Yes Gareth Thanks. I don’t know how to specify in eviews the dates to identify Each series so that i can import it as panel data and Apply Diff in Diff.
Best
Marcelo
by klotzle
Thu Nov 03, 2022 1:26 pm
Forum: Data Manipulation
Topic: Importing Data as Panel Data to apply Diff-in-Diff
Replies: 4
Views: 4938

Importing Data as Panel Data to apply Diff-in-Diff

Dear Ladies and Gentlemen, I have following xls attached and I do not know how to import it in eviews as panel data. The first line is he return for a low sustainability fund and the second line for a high sustainability fund. This is why I repeat the date: 0/01/2022 two times and so on. I included ...
by klotzle
Thu Sep 08, 2022 2:48 pm
Forum: Bug Reports
Topic: Problem after installing update
Replies: 1
Views: 1290

Problem after installing update

I installed the update for eviews 13 today and i am not able to seeu my files in eviews anymore. When i am able to see them i cannot manipulate
See attached file.

The command window is over the files and i cannot roll down the file.
by klotzle
Mon Aug 29, 2022 12:15 pm
Forum: Data Manipulation
Topic: Problems in recognizing Date
Replies: 2
Views: 3843

Re: Problems in recognizing Date

Thank you!
by klotzle
Thu Aug 25, 2022 2:10 pm
Forum: Data Manipulation
Topic: Problems in recognizing Date
Replies: 2
Views: 3843

Problems in recognizing Date

Dear ladies and gentlemen,
i have a problem with the workfile below. When I import the excel into eviews it not recognizes the date column as a date.
When I try to draw a graph there are only numbers not the date.
Iam attaching the eviews and excel files.
Many thanks for helping me
Marcelo
by klotzle
Thu Aug 30, 2018 6:04 pm
Forum: Estimation
Topic: Question regarding setting an State Space Object in Eviews
Replies: 0
Views: 3206

Question regarding setting an State Space Object in Eviews

Dear Ladies and Gentlemen, I am trying to estimate a beta herding model in eviews, based on the study of Hwang and Salmon (2004). Basicaly my measurement and transition equations are as follows (see attached pdf): log⁡[Std(β_imt^b )]=µ_m+H_mt+υ_mt H_mt=〖∅_m H〗_(mt-1)+η_mt I am trying to implement th...
by klotzle
Mon Oct 02, 2017 5:35 pm
Forum: Estimation
Topic: Inclusion of a second constant term in the mean GARCH equation
Replies: 2
Views: 3399

Re: Inclusion of a second constant term in the mean GARCH equation

Sorry, perhaps I did not formulate correctly my question:

I want to formulate following model:

Bova = ALPHA + THETHA* (GARCH) + (GAMMA 1 + GAMMA2*GARCH)* Bova(-1)

GARCH = Estimated as GJR (1,1) and beeing the variance

best Marcelo

P.S> This model is already estimated in the literature
by klotzle
Mon Oct 02, 2017 4:48 pm
Forum: Estimation
Topic: Inclusion of a second constant term in the mean GARCH equation
Replies: 2
Views: 3399

Inclusion of a second constant term in the mean GARCH equation

Hi all, I would be very grateful if someone could help me in this issue: I want to estimate following equation: ARCH(THRSH=1, fixedlag=32) BOVA = C(1) + C(2)*VARGJR + C(3) + C(4)*VARGJR*BOVA(-1), where: BOVA is my dependent variable, the returns of the BOVA 11 ETF traded on the Brazilian Stock excha...
by klotzle
Fri Sep 29, 2017 2:33 pm
Forum: Estimation
Topic: Estimation of mean equation in a GJR Model Eviews
Replies: 0
Views: 2050

Estimation of mean equation in a GJR Model Eviews

Dear Ladies and Gentlemen, I have a question regarding the estimation of the mean equation in a GJR Garch Model in Eviews. See please equations 1 and 2 attached as image or the word file. Equation 2 is the one for the GJR Model, Equation 1 is my mean equation. My problem is that I do not know to inc...
by klotzle
Tue Jun 16, 2015 3:58 pm
Forum: Estimation
Topic: Problem with estimation of dynamic panel model
Replies: 6
Views: 5606

Problem with estimation of dynamic panel model

Dear Ladies and Gentlmen, I am trying to estimate a dynamic panel model using the dynamic panel wizard from eviews. When I try to estimate the model I receive the message "Insufficient number of observations" Could you please help me. The file is attached below Thanks in advance Marcelo Ca...
by klotzle
Mon Jun 06, 2011 4:20 pm
Forum: Models
Topic: Series Distribution
Replies: 2
Views: 4428

Re: Series Distribution

Thank you Gareth, i t was simpler than I thought. I will work on the subject and let you know if I get any problems. Marcelo
by klotzle
Mon Jun 06, 2011 4:04 pm
Forum: Models
Topic: Series Distribution
Replies: 2
Views: 4428

Series Distribution

Hello, I solved a model, forecasted values stochastically and received the following message: Scenarios: Scenario 1 & Baseline Solve begin 19:58:23 Repetitions 1-200: successful 19:58:23 Repetitions 201-400: successful 19:58:24 Repetitions 401-600: successful 19:58:24 Repetitions 601-800: succes...

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