Search found 35 matches

by cel
Fri Nov 24, 2017 3:22 am
Forum: Estimation
Topic: Structural Breaks with Confidence Intervals
Replies: 1
Views: 752

Structural Breaks with Confidence Intervals

Eviews has a nice set of Bai-Perron structural break tests.

But it doesn't provide confidence intervals around those break dates.

Is there any possibility that code exists to draws those bounds? thanks.
by cel
Tue Dec 08, 2015 12:57 pm
Forum: Estimation
Topic: Total system (balanced) observations
Replies: 4
Views: 1502

Re: Total system (balanced) observations

great answer, many thanks.
by cel
Tue Dec 08, 2015 5:40 am
Forum: Estimation
Topic: Total system (balanced) observations
Replies: 4
Views: 1502

Re: Total system (balanced) observations

Thanks Glenn. Just one contextual follow up. I ask because replicating a paper where there's 21 data points and 5 estimable parameters and cross-quation parameter constraints. To me this appears to have a mere 21-5=16 dof! However the author says that since he’s estimating a system of 3 equations he...
by cel
Fri Dec 04, 2015 7:13 am
Forum: Estimation
Topic: Total system (balanced) observations
Replies: 4
Views: 1502

Total system (balanced) observations

If, for example, you estimate a system of 3 equations in eviews with 35 data points eviews writes: Included observations: 35 Total system (balanced) observations 105 the last part is clearly 3*35. But why does e-views declare this. is it suggesting that estimating in a system is increasing your degr...
by cel
Mon May 25, 2015 6:02 am
Forum: Estimation
Topic: Bootstrap Non Linear System
Replies: 1
Views: 680

Bootstrap Non Linear System

I have a system of three equations which are non linear and have cross-equation parameter constraints. Is it possible in E-Views to perform a bootsrap procedure to derive bootstrapped parameter standard errors?

thanks.
by cel
Mon Mar 16, 2015 6:34 am
Forum: Estimation
Topic: system with AR errors
Replies: 2
Views: 971

Re: system with AR errors

just tried it and it works. many thanks.
by cel
Mon Mar 16, 2015 5:22 am
Forum: Estimation
Topic: system with AR errors
Replies: 2
Views: 971

system with AR errors

I’m estimating some non-linear equations by the system estimators. I want to allow for AR and/or MA errors in the individual equations.

This doesn’t seem to be possible going through the menu estimation. Is it otherwise doable?

Thanks.
by cel
Tue Apr 29, 2014 6:53 am
Forum: Models
Topic: Stochastic Model Solution Inversion
Replies: 2
Views: 2152

Re: Stochastic Model Solution Inversion

Thanks. This worked a treat. It sounds like you're trying to change which variables are endogenous in the model. You talk about making z1 endogenous, but you would also need to change one of the variables that is currently endogenous (y1 or y2) into an exogenous variable (otherwise you would have tw...
by cel
Sat Apr 26, 2014 11:44 am
Forum: Models
Topic: Stochastic Model Solution Inversion
Replies: 2
Views: 2152

Stochastic Model Solution Inversion

I want to perform the following operation on a model object. Say I have an estimated non-linear model: y1 = f(y2,x1,x2; coefs)+u1 y2 = g(y1,x1,x2; coefs)+u2 …. Assume x1 is a simple exog vble, in my case a parameter times a trend: x1= gamma*t . But now assume I want to solve the previously estimated...
by cel
Tue Apr 22, 2014 5:09 am
Forum: Econometric Discussions
Topic: SUR and iterated SUR
Replies: 1
Views: 900

SUR and iterated SUR

What’s the difference between SUR and iterated SUR? I know the latter iterates on the weighting matrix and coefficient vector either simultaneously or sequentially. That suggests to me that is should perform better than non-iterated SUR. And yet non-iterated SUR is the default option marked when you...
by cel
Wed Apr 02, 2014 5:27 am
Forum: Econometric Discussions
Topic: Unit Root Panel tests
Replies: 0
Views: 700

Unit Root Panel tests

I'm estimating a 5-equation time-series system and thus retrieving 5 time-series residuals for each equation. I'm interesting in testing for the stationarity of these residuals. I see e-views offers panel unit root test (e.g., IPS, ADF, PP). Are these tests somehow reserved for an original panel est...
by cel
Wed Mar 05, 2014 5:54 am
Forum: Estimation
Topic: Full Info ML vs. SUR
Replies: 1
Views: 952

Full Info ML vs. SUR

I have a 3-eqn non linear system. When I estimate with ML I get convergence and plausible results. When I estimate with my preferred SUR estimator I get "Log of a Non Positive Number" error. I've tried varying the initial parameter conditions (e.g., setting them to the ML estimates) but I ...
by cel
Mon Sep 16, 2013 12:27 am
Forum: Data Manipulation
Topic: graphs overlay
Replies: 2
Views: 1166

graphs overlay

I have 2 graphics files of histograms. for visual effect, i'd like to overlay them. I can do this by opening the files simultaneously and manually dragging them on top of one another. But it's a messy business. is there an automated way of doing this?

thanks.
by cel
Wed Aug 07, 2013 7:41 am
Forum: Data Manipulation
Topic: Math characters in eps graph files
Replies: 1
Views: 1133

Math characters in eps graph files

i've noticed that if i choose the mathematica fonts option in an eviews graphi can insert math charaters (e.g., lambda). when i save the resulting file as an eps and then include in a tex file, i find the maths format has vanished. For example the lambda which showed up correctly as the Greek symbol...
by cel
Wed May 08, 2013 1:27 am
Forum: Data Manipulation
Topic: Graph, tick marks
Replies: 3
Views: 1268

Re: Graph, tick marks

many thanks

EViews Glenn wrote:I think the best you can do is to remove the axis and then add your own. With only three values, it shouldn't be too hard.

Go to advanced search