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by EViews Gareth
Thu Sep 21, 2017 8:47 pm
Forum: Data Manipulation
Topic: Re-structuring data from different databases into a panel
Replies: 3
Views: 58

Re: Re-structuring data from different databases into a panel

Bring them all into one page, then structure by those two series
by EViews Gareth
Thu Sep 21, 2017 12:37 pm
Forum: Estimation
Topic: Coputation of fitted values
Replies: 17
Views: 217

Re: Coputation of fitted values

Again, without knowing exactly what you're doing, there's no way for us to help.

To start, if I were you, I'd take a look at what the code I posted does, take a look at what you're doing, and then compare to see how they differ.
by EViews Gareth
Thu Sep 21, 2017 12:15 pm
Forum: Estimation
Topic: Coputation of fitted values
Replies: 17
Views: 217

Re: Coputation of fitted values

Thinking about it a bit, yes your code will compute it correctly too.

You can confirm this by adding this code to the bottom of my code:

Code: Select all

select.makeresid ordinary
select.makeresid(g) general
select.fit yprob
series imills2 = general*(1-yprob)/ordinary
show imills2 imills
by EViews Gareth
Thu Sep 21, 2017 12:06 pm
Forum: Estimation
Topic: Coputation of fitted values
Replies: 17
Views: 217

Re: Coputation of fitted values

Heckman selection is widely used - but aren't most estimated with the superior ML method rather than 2Step?

I'm not sure if your calculation is correct, but I'm pretty sure the one in the code I posted is, and matches the wikipedia definition of the ratio.
https://en.wikipedia.org/wiki/Mills_ratio
by EViews Gareth
Thu Sep 21, 2017 11:45 am
Forum: Estimation
Topic: Coputation of fitted values
Replies: 17
Views: 217

Re: Coputation of fitted values

It was our view that the literature had moved away from the two-step model, and only included it for completeness. There's really no reason to estimate using the two-step method other than as a teaching tool (same argument as two-stage least squares). Having said that - no idea why your estimation i...
by EViews Gareth
Thu Sep 21, 2017 10:53 am
Forum: Estimation
Topic: Panel PMG/ARDL
Replies: 4
Views: 101

Re: Panel PMG/ARDL

Without going into the econometrics, the equation is estimated in differences.
by EViews Gareth
Thu Sep 21, 2017 10:45 am
Forum: Estimation
Topic: Coputation of fitted values
Replies: 17
Views: 217

Re: Coputation of fitted values

Somewhat obvious question - but when using the built in method of estimation, did you use two-step or ML?
by EViews Gareth
Tue Sep 19, 2017 5:28 pm
Forum: Estimation
Topic: Panel PMG/ARDL
Replies: 4
Views: 101

Re: Panel PMG/ARDL

2. Not built in
3. Bounds test is not appropriate for panels.
4. No.
by EViews Gareth
Mon Sep 18, 2017 3:06 pm
Forum: Suggestions and Requests
Topic: Adding ability to read Oxford Economics databases
Replies: 4
Views: 126

Re: Adding ability to read Oxford Economics databases

Oxford (or anyone else) would need to write an EViews database extension to allow EViews to read their data. We no longer write extensions for non-free data sources, but since it is an open language anyone can write their own.
by EViews Gareth
Mon Sep 18, 2017 1:03 pm
Forum: Estimation
Topic: Midas Intra-period forecast
Replies: 1
Views: 55

Re: Midas Intra-period forecast

EViews will forecast from a MIDAS equation using the straight forward calculation of the specification. That specification may include both lags and leads of the higher-frequency variable. To get the "weekly updated forecasts" you might have to re-specify the equation's leads/lags.
by EViews Gareth
Fri Sep 15, 2017 5:45 pm
Forum: Data Manipulation
Topic: create a series using @dateceil() not working
Replies: 3
Views: 109

Re: create a series using @dateceil() not working

That feature was added in 10.
by EViews Gareth
Fri Sep 15, 2017 8:20 am
Forum: Estimation
Topic: Likelihood function problem
Replies: 6
Views: 156

Re: Likelihood function problem

RESID has no data. Are you sure you want it to depend on RESID?
by EViews Gareth
Fri Sep 15, 2017 8:18 am
Forum: Data Manipulation
Topic: create a series using @dateceil() not working
Replies: 3
Views: 109

Re: create a series using @dateceil() not working

Which version of EViews?
by EViews Gareth
Thu Sep 14, 2017 2:57 pm
Forum: Suggestions and Requests
Topic: Adding ability to read Oxford Economics databases
Replies: 4
Views: 126

Re: Adding ability to read Oxford Economics databases

That is a request you'd have to make to Oxford.
by EViews Gareth
Thu Sep 14, 2017 9:52 am
Forum: General Information and Tips and Tricks
Topic: Panel Data
Replies: 11
Views: 248

Re: Panel Data

You're missing a "then".

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