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
Search found 31 matches
- Mon Aug 21, 2017 7:21 am
- Forum: Program Repository
- Topic: Weight Matrices from Distance Matrix
- Replies: 3
- Views: 23840
- Mon Jun 13, 2016 5:54 am
- Forum: Add-in Support
- Topic: HCCM (Heteroskedasticity Consistent Covariance Matrices)
- Replies: 8
- Views: 19343
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: 19343
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!
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: 13476
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
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: 3792
Re: OLS Regression & Wild Bootstrapping
Dear all,
Can anyone help?
Can anyone help?
- Mon Jun 06, 2016 7:58 am
- Forum: Estimation
- Topic: OLS Regression & Wild Bootstrapping
- Replies: 2
- Views: 3792
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
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: 4506
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
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: 4748
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: 6650
Re: Run LM test in the loop
Thanks, it works like charm!
I will post the code here:
Just in case, might be helpful to others.
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: 6650
Re: Run LM test in the loop
Dear Gareth,
I have tried:
But it is not working, can you correct the code for me?
Thanks!
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!
- Tue Oct 02, 2012 10:35 am
- Forum: Programming
- Topic: Run LM test in the loop
- Replies: 5
- Views: 6650
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: 6650
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: 4212
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!
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: 4212
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: 7649
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
Will you please suggest any solutions to correct the bias caused by lagged regressor in OLS panel with fixed effect?
Thanks,
Amber