Search found 61 matches

by Aktar
Wed Oct 10, 2018 7:13 am
Forum: Estimation
Topic: Non linear panel with fixed effect
Replies: 0
Views: 58

Non linear panel with fixed effect

Hello, I would like to run a logistic regression over panel data and control for fixed effect. The problem is I can't add the constant term in the logistic function. Is it correct if I add the constant next to the logistic function such as yit = c + exp(b xit)/(1+(b xit)) + e My dependent variable i...
by Aktar
Sun Oct 07, 2018 7:57 am
Forum: Data Manipulation
Topic: Unbalanced panel data
Replies: 3
Views: 115

Re: Unbalanced panel data

So an unbalanced panel is a one where there are missing values while the explicative variable remains available for all cross-sections?
Thank you
by Aktar
Sun Oct 07, 2018 6:30 am
Forum: Data Manipulation
Topic: Unbalanced panel data
Replies: 3
Views: 115

Unbalanced panel data

Hi all, I have a datafile with seven cross-sections (countries) and 131 time observations. I have several explicative variables available for each of the seven countries, but for some of other explicative variables, they are available for four, five or six countries only. I tried to structure my wor...
by Aktar
Mon May 07, 2018 5:13 pm
Forum: Estimation
Topic: Functional form in Box estimation
Replies: 2
Views: 311

Re: Functional form in Box estimation

Dear moderator,

Is it possible to specify this logistic functional form to link my data?

Thank you,
by Aktar
Fri May 04, 2018 12:52 am
Forum: Estimation
Topic: Functional form in Box estimation
Replies: 2
Views: 311

Functional form in Box estimation

Dear Moderator,

I would like to estimate the coefficent theta in a logistic functional form. My model is

y = exp(theta x) / (1+exp(\theta x) + e

How can I specify it in the box estimation?

Thank you,
by Aktar
Fri Feb 23, 2018 1:34 am
Forum: Add-in Support
Topic: Rolling regression error message
Replies: 7
Views: 854

Re: Rolling regression error message

ok it seems that the bug is coming from the character number of the variable label... reducing it makes the add-in working :s
Thanks
by Aktar
Fri Feb 23, 2018 12:46 am
Forum: Add-in Support
Topic: Rolling regression error message
Replies: 7
Views: 854

Re: Rolling regression error message

Yes, but i get the same bugs see the enclosed files.

I don't understand: when i replaced ar(1) by the lagged variable (ie cpi_xx(-1)) i got the bug... with the add-and the object... Is there a problem of sample size?
by Aktar
Wed Feb 21, 2018 3:45 pm
Forum: Add-in Support
Topic: Rolling regression error message
Replies: 7
Views: 854

Re: Rolling regression error message

I added the add-in, runned an ols model and saved the object (see eq01), created a new object "roll" and selected the equation object for the rolling regression (fixed window ; step size1 ; window size = 47; start and last dates are the sames as the sample). I didnt get the message for alm...
by Aktar
Wed Feb 21, 2018 10:12 am
Forum: Add-in Support
Topic: Rolling regression error message
Replies: 7
Views: 854

Re: Rolling regression error message

I added the add-in roll
by Aktar
Wed Feb 21, 2018 9:05 am
Forum: Add-in Support
Topic: Rolling regression error message
Replies: 7
Views: 854

Rolling regression error message

Hi;
Im trying to run a roll regression from the existing object eq01 (object roll01) but Im getting a message error (see the attached files).

The message is : _RSES02_NEER_SEYCHELLES01 is not defined.

Are there any solutions ?

Thank you
by Aktar
Fri Feb 02, 2018 12:25 pm
Forum: Data Manipulation
Topic: Cannot import more data (eviews 9.5)
Replies: 3
Views: 410

Re: Cannot import more data (eviews 9.5)

I dragged data from the .xls files to the workfile, but only data preceding column IV have been added.

can you add new series to the existing file ? when I try to drag the missed data (column IV to the last one) it proposed me to add column IV only

Thank you for your help
by Aktar
Fri Feb 02, 2018 9:46 am
Forum: Data Manipulation
Topic: Cannot import more data (eviews 9.5)
Replies: 3
Views: 410

Cannot import more data (eviews 9.5)

Hi, I created a worklie and past data from a xls file: The problem is that it has pasted only the first 225 columns (series) but not the 30 later (as if the capacity number was limited although it not the case). When I tried to past the 30 missed columns, the window suggested to import only the 224t...
by Aktar
Mon Jun 12, 2017 4:25 am
Forum: Suggestions and Requests
Topic: EViews 10
Replies: 16
Views: 6216

Re: EViews 10

I would say Fractional integration (ARFIMA), factional unit root test, fractional cointegration (FCVAR ect.)

And the possibility to include parameter restrictions in markov-switching models...

Thanks :)
by Aktar
Tue Jan 31, 2017 4:42 am
Forum: Estimation
Topic: Simulation and Bootstrapping
Replies: 1
Views: 1219

Simulation and Bootstrapping

Hello, I need to generate the bootstrap errors by sampling with replacement of the standardized residuals from a standard model (with AR terms and three exogenous variables but estimated with MLE). Is there a procedure for this? The idea behind this is to compute the bootstrap distribution of the LR...
by Aktar
Mon Oct 24, 2016 9:15 am
Forum: Econometric Discussions
Topic: Wald test
Replies: 1
Views: 1065

Wald test

Hi, I made a wald test to check whether 3 coefficients from the the same estimates are equal. The output give me the following: Test Statistic Value df Probability F-statistic 1.622258 (2, 111) 0.2021 Chi-square 3.244517 2 0.1975 Null Hypothesis: C(5)=C(11)=C(17) Null Hypothesis Summary: Normalized ...

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