Search found 8 matches
- Wed Feb 12, 2014 2:16 pm
- Forum: Estimation
- Topic: VAR model with time varying coefficients
- Replies: 11
- Views: 13265
Re: VAR model with time varying coefficients
I'm using eviews 7.2 to estimate a tvp-VAR. The suggestion to include multiple signals is giving me a near sigular matrix. My code is as follows: sspace sspace1 sspace1.append @PARAM C(1) -.004726 C(2) .026090 C(3) -.134251 C(4) .917922 C(5) .1 c(6) .159931 sspace1.append @signal Z9 = c(1)*Z9(-1) + ...
- Tue May 14, 2013 7:02 pm
- Forum: Programming
- Topic: Permanent-transitory decomposition
- Replies: 5
- Views: 5439
Re: Permanent-transitory decomposition
Great! I upgraded and downloaded the add-in. Thanks much!
- Tue May 14, 2013 6:59 pm
- Forum: Add-in Support
- Topic: Beveridge-Nelson Decomposition
- Replies: 8
- Views: 21268
Re: Beveridge-Nelson Decomposition
Thanks much...I upgraded and downloaded the add in
- Tue May 14, 2013 1:23 pm
- Forum: Programming
- Topic: Permanent-transitory decomposition
- Replies: 5
- Views: 5439
Re: Permanent-transitory decomposition
EviewsGarth indicated that i need eviews 7.1 and above to use the add in. I will try to manually code the B-N Decomp. Thx
- Tue May 14, 2013 1:20 pm
- Forum: Add-in Support
- Topic: Beveridge-Nelson Decomposition
- Replies: 8
- Views: 21268
Re: Beveridge-Nelson Decomposition
Ok...i will try to manually code the B-N decomp instead.
- Tue May 14, 2013 9:57 am
- Forum: Add-in Support
- Topic: Beveridge-Nelson Decomposition
- Replies: 8
- Views: 21268
Re: Beveridge-Nelson Decomposition
I'm trying to download this add-in but when it opens in Eviews it returns a message "invalid format string specified." This occurs after i click a prompt: See this file for detaile:
Greatly appreciate any help with this
Greatly appreciate any help with this
- Tue May 14, 2013 9:35 am
- Forum: Programming
- Topic: Permanent-transitory decomposition
- Replies: 5
- Views: 5439
Re: Permanent-transitory decomposition
Appreciate the feedback. So i'm using Eviews7. I tried to download the add-in but its returning an 'invalid thread' message. Is it because my eviews is too old...if so do you have a b-n decomp add-in for Eviews7
- Fri May 03, 2013 3:11 pm
- Forum: Programming
- Topic: Permanent-transitory decomposition
- Replies: 5
- Views: 5439
Permanent-transitory decomposition
I've estimated a VECM and would like to do a Gonzalo Granger's (GG) decomposition to extract the permanent component of my dependent variable. Does anybody have the programming code....i will setle for the BN decomposition if GG is not possible in eviews.