Search found 6 matches

by icprag
Mon Nov 11, 2013 8:39 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 44483

Re: TVAR (Threshold VAR)

Dear All, although using variables in their levels the TVAR addin works fine, when i use d(variable) it returns the message "evaluation stopped because of an error". Next i generated these series in first differences so as not to use the d symbol but the estimates in the reported table wer...
by icprag
Wed Mar 20, 2013 12:53 am
Forum: Programming
Topic: An introduction to EViews programming.
Replies: 118
Views: 156791

Re: An introduction to EViews programming.

Thank you for your direct response. Could you please be more specific i.e in which line of my code shall i add the loop? e.t.c
by icprag
Tue Mar 19, 2013 6:14 am
Forum: Programming
Topic: An introduction to EViews programming.
Replies: 118
Views: 156791

Re: An introduction to EViews programming.

Dear Gareth, i would like to construct a loop in estimating leads in a logl object as presented below (it is a LSTAR model) logl lstar lstar.append @logl logl lstar.append depended_var = alpha(1) + alpha(2)*variable_1(1) + alpha(3)*variable_2(1)+ alpha(4)*d(depended_var(-1))+alpha(5)*d(depended_var(...
by icprag
Tue Feb 12, 2013 5:42 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 22151

Re: Threshold AR Models

Dear Trubador, thank you for your directe response. It is clear now. Please let me one more question. I wrote down this in the Logl object and when i try to estimate it, it responds as "Syntax error in smpl @first @first" Could you please help me? smpl @first @first series fedratef=1 coef(...
by icprag
Tue Feb 12, 2013 12:15 am
Forum: Estimation
Topic: Threshold AR Models
Replies: 15
Views: 22151

Re: Threshold AR Models

[quote="trubador"]Actually, if you do not have a complex model, you can estimate it with NLS instead of LogL object. Suppose that the data generation process is as follows: smpl @first @first series y = 1 smpl @first+1 @last y = 2 + 0.85*y(-1) + (3 - 1.5*y(-1))/(1+exp(-15*(y(-1)-6))) + nrn...
by icprag
Thu Jul 26, 2012 11:59 pm
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7152

Re: SVAR Blanchard and Perotti 2002

Hi! i am trying to use BP identification and i am dealing with the same problem as Roxana did, my IRF are flat. Could you please anyone help me?

Kindest regards,

ip

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