Search found 31 matches

by Amber
Mon Aug 21, 2017 7:21 am
Forum: Program Repository
Topic: Weight Matrices from Distance Matrix
Replies: 3
Views: 3894

Re: Weight Matrices from Distance Matrix

Dear @CharlieEVIEWS,

Thank you for sharing, this is very useful. Are you happen to know how to implement the spatial autoregressive or spatial error model in Eviews?

Thanks!

Amber
by Amber
Mon Jun 13, 2016 5:54 am
Forum: Add-in Support
Topic: HCCM (Heteroskedasticity Consistent Covariance Matrices)
Replies: 8
Views: 10420

Re: HCCM (Heteroskedasticity Consistent Covariance Matrices)

Dear Gareth, I have added "eq1.HCCM(type=hc3) outname1" after the OLS regression in the program. I want to extract the t-stats of the OLS coefs with HCCM-HC3 s.e. in the program. Can you advise? I have tried to use "colpace" t-stats, but it only extract the old OLS regression t-s...
by Amber
Mon Jun 13, 2016 3:30 am
Forum: Add-in Support
Topic: HCCM (Heteroskedasticity Consistent Covariance Matrices)
Replies: 8
Views: 10420

Re: HCCM (Heteroskedasticity Consistent Covariance Matrices)

Dear Gareth,
Can we implement the HCCM (HC3) in the program language (such as eq.ls(n) for newey-west)? I need to estimate 600 equations in a loop.
Thanks a lot!
by Amber
Fri Jun 10, 2016 7:01 am
Forum: Models
Topic: Random number generation in eviews
Replies: 3
Views: 8680

Re: Random number generation in eviews

Dear Eview Gareth,

Can you advise how to generate the random number variable of Rademacher distribution:
error=1 or -1 with equal probability of 0.5.

Please help!

Amber
by Amber
Fri Jun 10, 2016 3:19 am
Forum: Estimation
Topic: OLS Regression & Wild Bootstrapping
Replies: 2
Views: 1438

Re: OLS Regression & Wild Bootstrapping

Dear all,
Can anyone help?
by Amber
Mon Jun 06, 2016 7:58 am
Forum: Estimation
Topic: OLS Regression & Wild Bootstrapping
Replies: 2
Views: 1438

Re: OLS Regression & Wild Bootstrapping

Dear Eviews expert,

I have same query here, how to implement wild bootstrap? I know basic programming in Eviews, will you please advise?

Thanks in advance!

Amber
by Amber
Wed May 11, 2016 2:07 am
Forum: Estimation
Topic: SUR with HAC standard errors
Replies: 3
Views: 2015

Re: SUR with HAC standard errors

Dear Eviews expert,
I also have the same problem, implementing HAC in SUR. I am using Eviews 8. Can you suggest an approach to do this? Thank you so much!
Regards
Amber
by Amber
Fri Jul 10, 2015 6:07 am
Forum: Estimation
Topic: MS-VECM (Markov switching vecm)
Replies: 2
Views: 1939

Re: MS-VECM (Markov switching vecm)

I also have the same question here, I also need to estimate MS-VECM for three variables, can anyone help?
by Amber
Tue Oct 02, 2012 10:58 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3175

Re: Run LM test in the loop

Thanks, it works like charm!

I will post the code here:

Code: Select all

freeze(tab1) eq1.auto(6)
scalar chi_pvalue = @val(tab1(4,5))


Just in case, might be helpful to others.
by Amber
Tue Oct 02, 2012 10:47 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3175

Re: Run LM test in the loop

Dear Gareth,

I have tried:

Code: Select all

freeze(tab1) eq1.lm lag=6
scalar chi_pvalue = @val(tab1(4,4))


But it is not working, can you correct the code for me?

Thanks!
by Amber
Tue Oct 02, 2012 10:35 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3175

Re: Run LM test in the loop

Absolutely brilliant! Cheers!
by Amber
Tue Oct 02, 2012 10:31 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3175

Run LM test in the loop

Dear Eviews Expert, I am trying to run the LM serial correlation test with lag 6 across 200 series, and collect the p-value for them. I have created the loop, but I don't know how to collect the LM p-val in Eviews code (my guess is something like "lm.@series"), is it possible to do this in...
by Amber
Mon Sep 24, 2012 10:33 am
Forum: Programming
Topic: Bootstrap resample NA handling
Replies: 3
Views: 1672

Re: Bootstrap resample NA handling

Thanks for you reply,

I have a question on block resampling: if block=10, can I use code as "x.resample(fixna,block=10)"?

Thanks again!
by Amber
Fri Sep 07, 2012 3:34 pm
Forum: Programming
Topic: Bootstrap resample NA handling
Replies: 3
Views: 1672

Bootstrap resample NA handling

Dear Eviews Experts, I have a problem occurred when I bootstrap a pool dataset, the pool is unbalanced data, thus when I used "resid.resample", the NAs also got resampled. I want to keep the original NAs and only resample the non-NA data: "Exclude NAs from draws but copy NA rows to ou...
by Amber
Tue Jun 26, 2012 8:55 am
Forum: Econometric Discussions
Topic: Lagged Dependent Variable with Fixed Effects (OLS)
Replies: 7
Views: 3691

Re: Lagged Dependent Variable with Fixed Effects (OLS)

Dear Eviews Experts:

Will you please suggest any solutions to correct the bias caused by lagged regressor in OLS panel with fixed effect?

Thanks,

Amber

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