Hi Gareth
I´m sorry about that. I didn't know.
Thks anyway
J Pereira
Search found 14 matches
- Tue Feb 19, 2013 4:30 pm
- Forum: General Information and Tips and Tricks
- Topic: Newey west automatic selection of bandwidth
- Replies: 3
- Views: 5893
- Tue Feb 19, 2013 11:36 am
- Forum: General Information and Tips and Tricks
- Topic: Newey west automatic selection of bandwidth
- Replies: 3
- Views: 5893
Re: Newey west automatic selection of bandwidth
Hello Gareth Could you give me some tips about my issue? I've been analysing some calculations of automatic bandwidth Newey West procedure but none of them match the result. I even don´t know if there are different methods we can use, or if the methods are simply not correct.The autocovariance formu...
- Fri Feb 15, 2013 8:55 am
- Forum: General Information and Tips and Tricks
- Topic: Newey west automatic selection of bandwidth
- Replies: 3
- Views: 5893
Newey west automatic selection of bandwidth
Hi I' m trying to understand the formulae behind the calculation of automatic bandwidth with kernel. When I work with Andrews method everything is ok but when the chosen method is Newey West (page 781 user's guide II) I'm facing some difficulties. I have a lot of work done but I'm afraid I'm a bit l...
- Sun Feb 10, 2013 12:10 pm
- Forum: Bug Reports
- Topic: Truncated uniform Kernel function
- Replies: 1
- Views: 3211
Truncated uniform Kernel function
Hello In page 785 in User's guide II Eviews 7 in the table with Kernel function properties about Truncated uniform(1st line) we have a q=0 that don't correspond to the value Rb=1/5 (4th column),for according to the formulae Rb=1/(2q+1) (see below table), q should be 2 and not 0. To put things clear ...
- Fri Feb 08, 2013 8:15 am
- Forum: Estimation
- Topic: Newey West bartlett Kernel automatic bandwidth
- Replies: 3
- Views: 4629
Re: Newey West bartlett Kernel automatic bandwidth
Hello Gareth
Thank you very much
My mistake sorry
Joao Pereira
Thank you very much
My mistake sorry
Joao Pereira
- Thu Feb 07, 2013 4:29 am
- Forum: Estimation
- Topic: Newey West bartlett Kernel automatic bandwidth
- Replies: 3
- Views: 4629
Re: Newey West bartlett Kernel automatic bandwidth
Hi Gareth
Could you give any tip about my issue?
I´d appreciate
Tks
Joao Pereira
Could you give any tip about my issue?
I´d appreciate
Tks
Joao Pereira
- Tue Feb 05, 2013 5:41 am
- Forum: Estimation
- Topic: Newey West bartlett Kernel automatic bandwidth
- Replies: 3
- Views: 4629
Newey West bartlett Kernel automatic bandwidth
Hello I' m working with autocorrelation and experiencing the effect of different bandwidths in the results of a model.With fixed bandwidth I have no problems but when it comes to automatic bandwidth,I get a difference in the result. Particularly I'm dealing with Newey-West estimator with kernel func...
- Sun Jan 13, 2013 4:04 pm
- Forum: General Information and Tips and Tricks
- Topic: Newey - West covariance formula
- Replies: 10
- Views: 17616
Re: Newey - West covariance formula
Hi
Just to help I attached an excel sheet with the example I've been trying to work out
Regards
João Pereira
Just to help I attached an excel sheet with the example I've been trying to work out
Regards
João Pereira
- Sun Jan 13, 2013 3:01 pm
- Forum: General Information and Tips and Tricks
- Topic: Newey - West covariance formula
- Replies: 10
- Views: 17616
Re: Newey - West covariance formula
I'm using Eviews 7
Can I send my calculations in Excel to Help?
João Pereira
Can I send my calculations in Excel to Help?
João Pereira
- Sat Jan 12, 2013 7:01 pm
- Forum: General Information and Tips and Tricks
- Topic: Newey - West covariance formula
- Replies: 10
- Views: 17616
Re: Newey - West covariance formula
Hi
I´ve just send you a post and I notice that it's very badly formatted.The problem is that I don´t know how to do it.
I appologize for that
Tks
Joao Pereira
I´ve just send you a post and I notice that it's very badly formatted.The problem is that I don´t know how to do it.
I appologize for that
Tks
Joao Pereira
- Sat Jan 12, 2013 6:54 pm
- Forum: General Information and Tips and Tricks
- Topic: Newey - West covariance formula
- Replies: 10
- Views: 17616
Re: Newey - West covariance formula
I´m just trying to see witch is the correct formula behind the calculation because the formulas I got didn't match. So I started with a very simple case with only 4 obs ( consumption(cons) depending on salary(sal) ) cons sal 100 500 150 600 200 600 180 500 The outputs are OLS = cons c sal β1=-35 β2=...
- Fri Jan 11, 2013 9:06 am
- Forum: General Information and Tips and Tricks
- Topic: Newey - West covariance formula
- Replies: 10
- Views: 17616
Newey - West covariance formula
Hello I've been trying to get to the results of Newey West estimator with a formula but I didn´t succeed so far.I had a look in the manual (guide II) but it is confusing. The exercise I' m dealing with is as follows Lag specification - none Kernell - Bartlett Bandwith - Newey fixed Truncate integer ...
- Fri Jan 04, 2013 2:35 am
- Forum: General Information and Tips and Tricks
- Topic: Wald Statistic in Chow test
- Replies: 12
- Views: 15264
Re: Wald Statistic in Chow test
Hi Gareth
Thks for your response .I've already got the result
All the best
João Pereira
Thks for your response .I've already got the result
All the best
João Pereira
- Thu Jan 03, 2013 12:21 pm
- Forum: General Information and Tips and Tricks
- Topic: Wald Statistic in Chow test
- Replies: 12
- Views: 15264
Wald Statistic in Chow test
Hello all I've just entered the forum and I'll much appreciate if someone can help. I' m working with Chow test , and in the output from Eviews three different results are given: F-statistic,Loglike and Wald Statistic. I was asked to confirm the Wald statistic but I didn´t succeed so far.I checked t...