Search found 3 matches

by kat15
Sun Sep 23, 2012 7:45 pm
Forum: Add-in Support
Topic: EqTabs (Equation summaries)
Replies: 35
Views: 34945

Re: EqTabs (Equation summaries)

Hi there, I estimated about 60 GARCH equations, and using the EqSum add-in to summarise all the coefficient reuslts in one place ... However, I am not getting any F-statistics (says "N/A" for each equation) ... any idea how to fix this? Also, I was wondering whether it would be possible to...
by kat15
Thu Sep 13, 2012 10:52 am
Forum: Data Manipulation
Topic: Exporting sets of equations
Replies: 2
Views: 1149

Exporting sets of equations

Hi there, I am running the same equation for 60 different assets (dependent variables) ... which gives me 60 different equation objects. To analyse the data, I need to compare the coefficients across all the assets, so I assume I have to manually copy the results of every single equation object into...
by kat15
Tue Sep 11, 2012 10:05 pm
Forum: Econometric Discussions
Topic: Time-varying beta model
Replies: 1
Views: 1109

Time-varying beta model

Dear EViewers, I am trying to run a time-varying beta regression model, which looks like this: r i,t = α + b t r m,t + e t b t = c 0 + c 1 *D1 + c 2 *D2 + c 3 *D3 h t = π+ αe t-1 ^2+ βh t-1 The first equation specifies the general relationship, while the second equation specifies the beta as a dynam...

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