EViews.com

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.

great answer, many thanks.

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...

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...

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.

just tried it and it works. many thanks.

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.

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...

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...

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...

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...

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 ...

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.

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...

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.