## Search found 3504 matches

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.
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.
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...
Mon Dec 02, 2019 7:01 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

if you want

Code: Select all

`y = beta*x+z`
estimate

Code: Select all

`y-z = beta*x`
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
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.
Wed Oct 30, 2019 4:25 pm
Forum: Suggestions and Requests
Replies: 4
Views: 476

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.
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.
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.
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...
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.)
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?
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.
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.
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...