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The log likelihood statistics are displayed in the lower panel. Just do the calculation by hand.

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.

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...

if you want
estimate

You will find the coefficients are automatically stored in the C vector. You can also find them in EQ06Whole.@coefs

When you do a crtl-L drop down list it appears that a frml has a blank rather than an icon.

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.

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...