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by startz
Tue Nov 20, 2018 3:30 pm
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

The answer is that you can't use @vars or @std. Those divide by n-1. The regression has a constant and X. The SSR needs to be divided by n-2. Do that and I think everything will work.
by startz
Tue Nov 20, 2018 3:23 pm
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

Sorry. I see what you did now.
by startz
Tue Nov 20, 2018 2:56 pm
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

I will admit to being puzzled.

A small piece of where I'm puzzled is what we're seeing for exp_var. Isn't that a series 10,000 long?
by startz
Tue Nov 20, 2018 10:11 am
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

Something about this is bothering me. Shouldn't the expected variance of the residuals asymptotically approach (from below) the true variance of the generating process (as written in the original author's script) as the sample size increases? The extreme boundary example is n = 2, where the residua...
by startz
Mon Nov 19, 2018 3:55 pm
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

Actually, one more possibility: You're looking at something wrong. Is your copy of EViews up-to-date?

I ran the code you posted and got a mean of 3.9938.
by startz
Mon Nov 19, 2018 3:47 pm
Forum: Programming
Topic: Merging coefficient in series (Updated) - Not correct mean
Replies: 12
Views: 277

Re: Merging coefficient in series (Updated) - Not correct mean

Hello, I believe you're just observing the consequences of a small sample size. Try increasing the number of points from 10 to, say, 100. Hi Matt, I don't think this is right. Given normal errors and fixed X, E(s^2) is exact in small samples. There is another possibility: It may be that more Monte ...
by startz
Tue Nov 13, 2018 9:15 pm
Forum: Econometric Discussions
Topic: Near singular matrix - D-F
Replies: 4
Views: 122

Re: Near singular matrix - D-F

I believe you're getting numerical problems. Note that the final values of y1 are around 10^60
by startz
Tue Nov 13, 2018 8:03 pm
Forum: Econometric Discussions
Topic: Near singular matrix - D-F
Replies: 4
Views: 122

Re: Near singular matrix - D-F

You might want to post your workfile and exact commands.
by startz
Mon Nov 05, 2018 1:17 pm
Forum: Programming
Topic: ERRORHELP
Replies: 25
Views: 5956

Re: ERRORHELP

I believe EViews is telling you that the equation is not defined. Try putting

Code: Select all

equation eq!j
in the line before
by startz
Thu Oct 25, 2018 9:54 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1598

Re: LOOP PROGRAMMING

EViews automatically computes and displays the AIC for you every time you run a regression.
by startz
Thu Oct 25, 2018 9:22 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1598

Re: LOOP PROGRAMMING

adarshad, It is unlikely that someone is going to write programs for you. If you are going to be doing a lot of this, you probably need to figure out how to do this for yourself. People may be able to help find a specific bug or give you suggestions, but the work is going to mostly have to be your o...
by startz
Tue Oct 23, 2018 8:58 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1598

Re: LOOP PROGRAMMING

by startz
Tue Oct 23, 2018 8:36 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1598

Re: LOOP PROGRAMMING

Did you include a next statement in your program file?

You do not seem to have a series X2B
by startz
Tue Oct 23, 2018 8:02 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1598

Re: LOOP PROGRAMMING

The best thing to do is to copy your entire program into a post. Perhaps post the relevant workfile as well.
by startz
Sat Oct 20, 2018 9:36 am
Forum: Estimation
Topic: Panel data regression in Eviews
Replies: 3
Views: 786

Re: Panel data regression in Eviews

Your question is a good one, but the answer takes a lecture or two in econometrics. (Nothing much directly to do with EViews.) You might want to start with reviewing an appropriate textbook.

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