Search found 8 matches

by SeaWill
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) + ...
by SeaWill
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!
by SeaWill
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 :shock:
by SeaWill
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 :wink:
by SeaWill
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.
by SeaWill
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:
help pls.docx
(888.43 KiB) Downloaded 1355 times


Greatly appreciate any help with this :?:
by SeaWill
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 :?:
by SeaWill
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.

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