Search found 3 matches

by jons
Tue Oct 16, 2018 4:03 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 7384

Re: Dynamic Model Averaging

Wondering what's the minimum version of EViews needed for the add-in.
I suspect EViews 7 (the version I'm working with) is too old as I get a "@FILL is an illegal or reserved name" error message when I try to run it.
by jons
Tue Mar 08, 2016 2:58 am
Forum: Estimation
Topic: Signal-to-noise ratio
Replies: 1
Views: 1002

Signal-to-noise ratio

Hello, I’m trying to replicate a state space model which, when simplified, consists of one signal equation and one state equation. The state equation is a random walk and there is a signal-to-noise ratio relating the standard deviation (not the variance) of the error terms of the two equations. Howe...
by jons
Mon Oct 22, 2012 6:49 am
Forum: Estimation
Topic: Putting limits on estimated coefficient values
Replies: 37
Views: 39293

Re: Putting limits on estimated coefficient values

I’m currently trying to estimate a model on panel data that should look like y = c(1) + c(2)*x + c(3)*(composite) with composite being the "best" weighted average of 4 indicators (a, b, d, e). Thus, compo should be of the form compo = c(4)*a + c(5)*b + c(6)*d +c(7)*e with 0 < c(4), c(5), c...

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