## Search found 31 matches

Mon Aug 21, 2017 7:21 am
Forum: Program Repository
Topic: Weight Matrices from Distance Matrix
Replies: 3
Views: 7370

### 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
Mon Jun 13, 2016 5:54 am
Forum: Add-in Support
Topic: HCCM (Heteroskedasticity Consistent Covariance Matrices)
Replies: 8
Views: 12617

### 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...
Mon Jun 13, 2016 3:30 am
Forum: Add-in Support
Topic: HCCM (Heteroskedasticity Consistent Covariance Matrices)
Replies: 8
Views: 12617

### 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!
Fri Jun 10, 2016 7:01 am
Forum: Models
Topic: Random number generation in eviews
Replies: 3
Views: 9745

### 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
Fri Jun 10, 2016 3:19 am
Forum: Estimation
Topic: OLS Regression & Wild Bootstrapping
Replies: 2
Views: 1845

### Re: OLS Regression & Wild Bootstrapping

Dear all,
Can anyone help?
Mon Jun 06, 2016 7:58 am
Forum: Estimation
Topic: OLS Regression & Wild Bootstrapping
Replies: 2
Views: 1845

### 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
Wed May 11, 2016 2:07 am
Forum: Estimation
Topic: SUR with HAC standard errors
Replies: 3
Views: 2505

### 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
Fri Jul 10, 2015 6:07 am
Forum: Estimation
Topic: MS-VECM (Markov switching vecm)
Replies: 2
Views: 2532

### 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?
Tue Oct 02, 2012 10:58 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3849

### 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.
Tue Oct 02, 2012 10:47 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3849

### Re: Run LM test in the loop

Dear Gareth,

I have tried:

Code: Select all

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

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

Thanks!
Tue Oct 02, 2012 10:35 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3849

### Re: Run LM test in the loop

Absolutely brilliant! Cheers!
Tue Oct 02, 2012 10:31 am
Forum: Programming
Topic: Run LM test in the loop
Replies: 5
Views: 3849

### 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...
Mon Sep 24, 2012 10:33 am
Forum: Programming
Topic: Bootstrap resample NA handling
Replies: 3
Views: 2189

### 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!
Fri Sep 07, 2012 3:34 pm
Forum: Programming
Topic: Bootstrap resample NA handling
Replies: 3
Views: 2189

### 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...
Tue Jun 26, 2012 8:55 am
Forum: Econometric Discussions
Topic: Lagged Dependent Variable with Fixed Effects (OLS)
Replies: 7
Views: 4439

### 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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