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by startz
Tue Dec 03, 2019 6:28 am
Forum: Estimation
Topic: chi-square Likelihood ratio test (restricted & unrestricted model)
Replies: 1
Views: 93

Re: chi-square Likelihood ratio test (restricted & unrestricted model)

The log likelihood statistics are displayed in the lower panel. Just do the calculation by hand.
by startz
Mon Dec 02, 2019 1:27 pm
Forum: Estimation
Topic: How I command Eviews not to estimate coefficient in front of variable X
Replies: 6
Views: 134

Re: How I command Eviews not to estimate coefficient in front of variable X

The difference in R^2 is because you are changing the variance of the dependent variable. Note that the coefficients, t-statistics, etc., are the same.
by startz
Mon Dec 02, 2019 10:30 am
Forum: Estimation
Topic: How I command Eviews not to estimate coefficient in front of variable X
Replies: 6
Views: 134

Re: How I command Eviews not to estimate coefficient in front of variable X

Hello, You can also use an explicit equation specification to control which coefficients are estimated, e.g., industry_excess_return = c(1) * (1-betamarketexcess) + c(2) * Betafs + betamarketexcess*MARKET_EXCESS_RETURN + Betafs*fswhole Matt's solution is better, as it works easily even for a more c...
by startz
Sun Dec 01, 2019 7:35 am
Forum: Estimation
Topic: how to store Slopes to run further equation
Replies: 7
Views: 136

Re: how to store Slopes to run further equation

You will find the coefficients are automatically stored in the C vector. You can also find them in EQ06Whole.@coefs
by startz
Fri Nov 01, 2019 8:49 am
Forum: Bug Reports
Topic: Icon in crtl-L
Replies: 1
Views: 304

Icon in crtl-L

When you do a crtl-L drop down list it appears that a frml has a blank rather than an icon.
by startz
Wed Oct 30, 2019 4:25 pm
Forum: Suggestions and Requests
Topic: Excel Add-in
Replies: 4
Views: 476

Re: Excel Add-in

Steve,

Also consider a second sheet that serves as a data dictionary with first column names and second column description. That's a pretty common format.
by startz
Thu Oct 10, 2019 9:02 am
Forum: Programming
Topic: system non-linear least squares
Replies: 4
Views: 315

Re: system non-linear least squares

Yes. It's pretty easy. You define an EViews object called a System and then push the estimate button.
by startz
Thu Oct 10, 2019 8:50 am
Forum: Programming
Topic: system non-linear least squares
Replies: 4
Views: 315

Re: system non-linear least squares

The ls command does single equation nonlinear. System is used for systems of nonlinear equations.
by startz
Tue Oct 01, 2019 11:02 am
Forum: Installation and Registration
Topic: Force automatic Eviews update if available
Replies: 11
Views: 600

Re: Force automatic Eviews update if available

We all have admin rights. I was hoping there was a command I could run as a programmed task every Monday that would check if there is a new version and install it if necessary unattended. The built-in update facility almost does that. It automatically checks for an update on launch and then asks if...
by startz
Tue Oct 01, 2019 9:39 am
Forum: Installation and Registration
Topic: Force automatic Eviews update if available
Replies: 11
Views: 600

Re: Force automatic Eviews update if available

So EViews can be set to check for the latest version for the OP without intervention, but if they want to install the updates it will require manual intervention (as it should with no administrator rights.)
by startz
Tue Oct 01, 2019 9:32 am
Forum: Installation and Registration
Topic: Force automatic Eviews update if available
Replies: 11
Views: 600

Re: Force automatic Eviews update if available

If you don't have admin rights, what happens if EViews is set to Options/EViews Auto-Update from web/Check for updates automatically?

If the update fails due to no admin rights, the user would still be signaled that an update is available, no?
by startz
Thu Sep 26, 2019 7:05 am
Forum: Suggestions and Requests
Topic: The EViews workfile - links to PDFs, URLs or Word documents
Replies: 2
Views: 368

Re: The EViews workfile - links to PDFs, URLs or Word documents

You can add pretty much any text you want to an object or workfile label. Clicking won't work, but it can be copied and pasted into a browser. And, of course, you can make an object that just holds text.
by startz
Wed Sep 18, 2019 4:59 am
Forum: Data Manipulation
Topic: How do I estimate Newey West Standard Errors for a VAR in Eviews?
Replies: 6
Views: 504

Re: How do I estimate Newey West Standard Errors for a VAR in Eviews?

You can run your tests in the ols regression. I don't think there is a way to get them back into the VAR.

But let me point out that we usually put enough lags in a VAR that there isn't any serial correlation left, which is the main reason for using Newey-West standard errors.
by startz
Tue Sep 17, 2019 1:09 pm
Forum: Data Manipulation
Topic: How do I estimate Newey West Standard Errors for a VAR in Eviews?
Replies: 6
Views: 504

Re: How do I estimate Newey West Standard Errors for a VAR in Eviews?

Since a VAR is just a set of ols regressions, you can just run each of the regressions and choose Newey-West standard errors. But you'll miss out on all the juicy VAR goodness, like impulse responses First you run using the VAR object. That gets you the juicy stuff. Then run OLS to get the standard...

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