Search found 74 matches
- Mon Nov 20, 2023 6:29 pm
- Forum: Estimation
- Topic: Rolling or Subsample estimates Panel
- Replies: 0
- Views: 64530
Rolling or Subsample estimates Panel
Hello, I am not very familair with eviews and I would like to run a rolling estimates with my panel dataset workfile. I have tried the add-in Roll, but it doesn't work. I searched on the forum and it seems one has to change the code and copy it into a new prg. Could you kindly please explain excatly...
- Mon Sep 12, 2022 9:05 am
- Forum: Estimation
- Topic: Non Linear ARDL (v13)
- Replies: 2
- Views: 2124
Non Linear ARDL (v13)
Dear all, I have one doubt about the output of ARDL estimates (eviews 13). When including a regressor in the long-run and short-run dialog box, the output only show me the coefficients for long run estimates. However, when I include a variable in the linear specification box, I obtain the estimates ...
- Fri May 27, 2022 1:11 am
- Forum: Estimation
- Topic: Forecast Markov Switching
- Replies: 4
- Views: 3796
Re: Forecast Markov Switching
Finally, I guess I can use the standard command from the equation object as "view" and then "regime results" ; "regime probabilities" to get the one step head predicted probabilities because there are the same as with the forecast command but with the good scale this ti...
- Thu May 26, 2022 11:37 pm
- Forum: Estimation
- Topic: Forecast Markov Switching
- Replies: 4
- Views: 3796
Re: Forecast Markov Switching
Thank you very much for your response.
The probabilities don't lie between 0 and 1.
Is there a way to rescale the proba ? I will need them to compute the forecasted value of the dependent variable.
I have sent you my workfile.
Thank you very much
The probabilities don't lie between 0 and 1.
Is there a way to rescale the proba ? I will need them to compute the forecasted value of the dependent variable.
I have sent you my workfile.
Thank you very much
- Tue Feb 15, 2022 1:33 am
- Forum: Estimation
- Topic: Forecast Markov Switching
- Replies: 4
- Views: 3796
Forecast Markov Switching
Dear all, I would like to make forecasting estimates (in-sample and out-of-sample) from markov-switching estimates (fixed and time varying probabilities). I would like to understand what eviews can do. It seems we can only forecast the regime probabilities (in sample) without s.e. Moreover, the fore...
- Wed Sep 08, 2021 4:02 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18103
Re: Logit estimation with Panel data
Thank you, I would have a last question regarding the estimator of the standard errors. My errors are auto-correlated and cross-section dependent. My dataset includes countries that are neighborhood countries and I can assume the variance to be the same for the cross-variant regressors and the depen...
- Tue Sep 07, 2021 5:09 am
- Forum: General Information and Tips and Tricks
- Topic: Eviews to excel
- Replies: 1
- Views: 10746
Eviews to excel
Hello,
i dçon't know but since today, when i want to copy and paste a table (sucha as output estimates) from eviews to excel, all the content is stuck within one cell per row as for csv data, rather than cell by cell
It it a bug ?
Thank you
i dçon't know but since today, when i want to copy and paste a table (sucha as output estimates) from eviews to excel, all the content is stuck within one cell per row as for csv data, rather than cell by cell
It it a bug ?
Thank you
- Thu Sep 02, 2021 7:16 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18103
Re: Logit estimation with Panel data
Yes I was interested by GLM, but seems we can't perform the estimation in a Eviews Panel framework. Don't want to make a confusion, but Am I right ? One other issue is to deal with cross section dependence which is obviously existing in my dataset. Eviews offers interesting options for estimating th...
- Fri Aug 27, 2021 9:49 pm
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18103
Re: Logit estimation with Panel data
Ok thanks,
So if my understanding is correct, I need to write the following equation specification without selecting "Fixed effects" in "Panel options":
y = 1 / (1 +exp(-(c(1)*dum_1+c(2)*dum_2+c(3)*dum_3+c(4)*dum_4+c(5)*dum_5+c(6)*dum_6+c(7)*dum_7+c(8)*x1+c(9)*x2)))
Thanks
So if my understanding is correct, I need to write the following equation specification without selecting "Fixed effects" in "Panel options":
y = 1 / (1 +exp(-(c(1)*dum_1+c(2)*dum_2+c(3)*dum_3+c(4)*dum_4+c(5)*dum_5+c(6)*dum_6+c(7)*dum_7+c(8)*x1+c(9)*x2)))
Thanks
- Fri Aug 27, 2021 2:22 pm
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18103
Re: Logit estimation with Panel data
Thank you very much ! So the binary option is no longer the good choice… My original choice was to use a S shaped functional form to link my continuous probabilities and the explaining variables. Can I fit a logistic parametric form to my model and deal with fixed effects (with Panel options) at the...
- Fri Aug 27, 2021 7:53 am
- Forum: Estimation
- Topic: Logit estimation with Panel data
- Replies: 9
- Views: 18103
Logit estimation with Panel data
Hello, I have a panel dataset (T=157 and N=7) where the dependent variable is a continuous probability bounded between 0 and 1. I want to explain these probabilities by a set of economic variables (specific and common). I have transformed the dependent variables as binary variables (0 and 1) since t...
- Mon Jan 06, 2020 9:25 am
- Forum: Econometric Discussions
- Topic: Confidence interval and interaction terms
- Replies: 1
- Views: 5005
Confidence interval and interaction terms
Hello, I would like to compute the confidence interval for an interaction term. I have the following model: y_{t}=\beta_{1}x_{1}+\beta_{2}x_{2}+\beta_{3}(x_{1}+x_{2}) The total effect of x_{1} is \beta_{1}+\beta_{2}x_{2} I am just wondering what is the formula for computing the confidence interval o...
- Fri May 17, 2019 1:29 am
- Forum: Programming
- Topic: How to get Prob. forLR test in SVAR model (over-identification)
- Replies: 0
- Views: 2717
How to get Prob. forLR test in SVAR model (over-identification)
Hello,
I would like the command to get and store Prob. for LR test in SVAR model when testing for over-identification.
Thank you!
I would like the command to get and store Prob. for LR test in SVAR model when testing for over-identification.
Thank you!
- Tue Jan 08, 2019 5:31 am
- Forum: Estimation
- Topic: Convergence achieved after 0 iterations
- Replies: 1
- Views: 2817
Convergence achieved after 0 iterations
Hi all, After chossing starting values I run a non-linear OLS and get convergence after 0 iterations. Should I be worried about that? My estimates seem to be very sensitive to starting values... 0 iterations mean that my starting values are those who maximize the likelihood, which seems to be very t...
- Wed Oct 10, 2018 7:13 am
- Forum: Estimation
- Topic: Non linear panel with fixed effect
- Replies: 0
- Views: 3597
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...