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Ok, I really need help friends... (1) When I ask Eviews to estimate a six variables' SVAR(p) of order p=1 with a long-run triangular matrix (with zeros above) "a la" Blanchard-Quah, I receive this ERROR MESSAGE from Eviews: "Hessian matrix is near singular at final iteration parameter...

To my knowledge, there's no way to do monte carlo simulations like the one you want to do in eviews right now (maybe someone can write a program for that). What i usually do is to fit the model in eviews and then make a copy of it in excel (you just have to build the math structure of the AR-GARCH a...

Unit roots tests come first, then, when the j-order of integration of the variables is determined (in case of variables that are stationary in differences), then you fit an ARIMA(p,j,q).

Hello! I estimated a Structural VAR with long-run (Blanchard-Quah) restrictions. Everything is fine in the estimation, but when I ask Eviews to display (structural) impulse-response functions with response standard errors, these standard errors doesn’t appear! What's happening? Can anyone help me? I...

Yep, the interpretation is good, but the results depend on the number of lags you use in the test. Remember that the fact that X does not granger-cause Y doesn’t necessarily imply that Y is independent of X, granger causality only refers to the capacity of X to forecast Y, if your reject granger-cau...

This could be because there's no need to account for autocorrelation, but try using another information criteria (as SIC). If the ADF test is VERY important in your analysis, then don't use criteria, do the ADF regressions yourself (as a common regression) and use the lag lenght necesary to account ...

I agree. I use correlation analysis more often.

Yep, there is a way in fact, but is a little hidden one. Make a line & symbol graph (you will only see numbers, yes), then FREEZE IT, then in the freeze graph go to proc->options -> axis/scale choose "bottom axis" (in the "Edit Axis" menu) and when you have done this you will...

I agree with Fabio, Chow-Lin and other interpolation methods would be an interesting option to add in future versions. I also use the frequency conversion tools of Eviews a lot.

Well, I’ve only tried once to use the Logl, and I couldn’t tell you much, but in my opinion first you have to define the function x’B that you want to maximize (I guess you already have it), replaced in the likelihood function, and then you have to solve the expanded form (the logarithm of maximum l...

To my knowledge, eviews has not incorporated duration models yet (so, there are no ACD examples yet).

First try lag-length and order selection criteria to establish the lag-length order of the VAR model. The problem could be that you’re using too few lags (1) to capture the relationship between your variabless so there’s information left in the residuals (that’s what autocorrelation and non-normalit...

Another possible solution to estimate a VAR with parameter constraints in Eviews is to estimate the original (unrestricted) VAR model and then use the “make system” option in the “procs” option of the VAR model object. This creates a “System” object, where you could erase the parameters (variables) ...