Search found 11 matches

by pdwhoward
Fri Jul 07, 2017 5:38 pm
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 118
Views: 61322

Re: DCCGARCH11

The latest Eviews 10 patch broke the functionality of this toolbox. When I try to run an estimation, now Eviews crashes. Does anyone else have this issue?
by pdwhoward
Sun Feb 07, 2016 1:44 pm
Forum: Bug Reports
Topic: Importing data description bug
Replies: 1
Views: 1278

Importing data description bug

There is a bug in Eview's importing feature. I have an excel sheet where the eviews name of the variable are in line 1 and the eview's description of the variable are in line 2. When the variable does not exist in Eviews, and I import the data, Eviews will correctly import both the name and descript...
by pdwhoward
Sun Feb 07, 2016 10:45 am
Forum: Programming
Topic: Using functions on groups
Replies: 3
Views: 1066

Re: Using functions on groups

That's great, thank you. How would I store the value. For example, I can issue the command

Code: Select all

scalar t = @mean(rm)

but the following command does not

Code: Select all

scalar t = @mean(group_return(1))
by pdwhoward
Sat Feb 06, 2016 3:27 pm
Forum: Programming
Topic: Using functions on groups
Replies: 3
Views: 1066

Using functions on groups

I have a group and I would like to calculate statistics for the series in the group. So for example group group_return rm defines the group group_return and contains the series rm. In Eveiws, I can execute @mean(rm) but I cannot execute @mean(group_return(1)) Although, I can do ls group_return(1) c ...
by pdwhoward
Thu Jul 02, 2015 5:42 am
Forum: Programming
Topic: GMM Cross Section
Replies: 2
Views: 839

Re: GMM Cross Section

Great, thank you. Note that I was looking in the command ref, and this option is not shown under GMM.
by pdwhoward
Mon Jun 29, 2015 5:22 pm
Forum: Programming
Topic: GMM Cross Section
Replies: 2
Views: 839

GMM Cross Section

When you perform system estimation, one of the estimate commands is "GMM - Cross Section (White cov.)". However, when I try to program this using the "gmm" command, Eviews defaults to "GMM - Time Series (HAC)". How can I program using the cross sectional White covarianc...
by pdwhoward
Mon May 18, 2015 3:42 pm
Forum: Bug Reports
Topic: Eviews 9 Wald Test
Replies: 1
Views: 1392

Eviews 9 Wald Test

When performing a Wald test in Eviews 9, Eviews will not allow you to modify an initial restriction. Furthermore, it will place this coefficient restriction on ALL further estimations, including systems unrelated to where the Wald test was performed. HUGE bug.
by pdwhoward
Mon May 18, 2015 3:39 pm
Forum: Estimation
Topic: Wald Coefficients Stuck
Replies: 2
Views: 895

Re: Wald Coefficients Stuck

I've just tested performing Wald tests in Eviews 8, and this behavior does NOT happen. I believe this is a big bug in Eviews 9.
by pdwhoward
Mon May 18, 2015 3:35 pm
Forum: Estimation
Topic: Wald Coefficients Stuck
Replies: 2
Views: 895

Wald Coefficients Stuck

I have estimated a system. After the estimation, I tested a restriction on the coefficients using "View->Coefficient Diagnostics->Wald Coefficients Tests". Let's say I tested c(1)=c(2). After performing this test, I am unable to modify these restrictions. Eviews 9 will not allow me to remo...
by pdwhoward
Wed Oct 24, 2012 8:02 am
Forum: Programming
Topic: Dot Product (.*)
Replies: 3
Views: 1207

Re: Dot Product (.*)

Thank you. Is emult() a new command in Eviews 6 or 7? I have Eviews 5 and this does not work.
by pdwhoward
Tue Oct 23, 2012 2:47 pm
Forum: Programming
Topic: Dot Product (.*)
Replies: 3
Views: 1207

Dot Product (.*)

How do I multiply two matrices pairwise? I cannot figure this out. In MATLAB, I could for example do: C=A.*B, where C(i,j) will equal A(i,j)*B(i,j). Thank you for the help.

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