EViews.com

Yes. It's pretty easy. You define an EViews object called a System and then push the estimate button.

The ls command does single equation nonlinear. System is used for systems of nonlinear equations.

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...

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.)

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?

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.

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.

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...

Since a VAR is just a set of ols regressions, you can just run each of the regressions and choose Newey-West standard errors.

Just the mean.

A VAR only uses lags on the right. It uses these to generate the current value, which then becomes the required lag the following period. In you model, you need to provide data for all the exogenous right hand side variables.

I attach two graphs. One is from EViews; the other is from Stata I believe (I just have a picture.) The EViews version does a really lousy job in that it clips out the circles that would overlap the vertical axis. temp.png Clipboard01.png Maybe some special tuning was done to the second. I didn't ma...

There is probably a more elegant way, but how about

Number of lags here means to use many lags, For example 3 would mean using x(-1) x(-2) and x(-3)

If you estimate a least squares equation, the equation remembers the entry in the equation specification field when you hit the Estimate button. Switchreg doesn't remember the entry.