Search found 74 matches

by Aktar
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...
by Aktar
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 ...
by Aktar
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...
by Aktar
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
by Aktar
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...
by Aktar
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...
by Aktar
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
by Aktar
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...
by Aktar
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
by Aktar
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...
by Aktar
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...
by Aktar
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...
by Aktar
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!
by Aktar
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...
by Aktar
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...

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