Search found 3268 matches

by startz
Sun Apr 22, 2018 12:38 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 13748

Re: How to specify Maximum Likelihood

You might try checking the values of @dnorm(res/@sqrt(var)) to be sure they haven't gone to zero.
by startz
Sun Apr 22, 2018 11:19 am
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 13748

Re: How to specify Maximum Likelihood

Are you sure var is always positive?
by startz
Fri Apr 20, 2018 6:32 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 146

Re: Kalman filter and NAIRU

This is a nonlinear estimation, different starting values and different algorithms converge to different places or may not converge at all. In general, if different approaches give different values you should choose the one with the highest log-likelihood.
by startz
Thu Apr 19, 2018 9:34 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 5
Views: 146

Re: Kalman filter and NAIRU

Why are you fixing the value of the NAIRU variance?
by startz
Wed Apr 18, 2018 1:55 pm
Forum: Econometric Discussions
Topic: Stationary time series
Replies: 1
Views: 82

Re: Stationary time series

Try the U.S. unemployment rate.
by startz
Sun Apr 15, 2018 11:13 am
Forum: Estimation
Topic: Estimation of Taylor rule with smoothing parameter
Replies: 8
Views: 188

Re: Estimation of Taylor rule with smoothing parameter

Type c=0 into the command line before estimating an equation. This resets the starting values of the coefficients. Not likely to matter, but there's a chance.
by startz
Sun Apr 15, 2018 10:55 am
Forum: Estimation
Topic: Estimation of Taylor rule with smoothing parameter
Replies: 8
Views: 188

Re: Estimation of Taylor rule with smoothing parameter

What you've done looks right. Since your model is linear, you might try the TSLS command and see if that works. Also, before you run GMM set c=0.
by startz
Sun Apr 15, 2018 9:53 am
Forum: Estimation
Topic: Estimation of Taylor rule with smoothing parameter
Replies: 8
Views: 188

Re: Estimation of Taylor rule with smoothing parameter

I think that the problem is that you have both included c and clicked include a constant in the instrument list.
by startz
Sun Apr 15, 2018 7:47 am
Forum: Estimation
Topic: Estimation of Taylor rule with smoothing parameter
Replies: 8
Views: 188

Re: Estimation of Taylor rule with smoothing parameter

You can specify a regression in EViews by writing out an equation using c(1), c(2), etc as names for the coefficients, as in

Code: Select all

ls y=c(1)*c(2) + c(2)*x
by startz
Fri Apr 13, 2018 8:15 am
Forum: Estimation
Topic: GARCH(1,1) Forecast Series
Replies: 19
Views: 5638

Re: GARCH(1,1) Forecast Series

The initial post says there is an AR(1) component. Maybe the OP could clear up exactly what the model is and how the forecast was done in EViews.
by startz
Thu Apr 12, 2018 10:53 am
Forum: Estimation
Topic: Clustered Standard Errors
Replies: 11
Views: 305

Re: Clustered Standard Errors

This one is going to need the EViews team.
by startz
Thu Apr 12, 2018 6:10 am
Forum: Data Manipulation
Topic: Generate series by sort
Replies: 3
Views: 149

Re: Generate series by sort

That one's a little harder, something like

Code: Select all

series laggedage = @recode(householdid = householdid(-1),age(-1),na)_
by startz
Wed Apr 11, 2018 7:40 pm
Forum: Data Manipulation
Topic: Generate series by sort
Replies: 3
Views: 149

Re: Generate series by sort

Look at @maxsby in the help system.
by startz
Tue Apr 10, 2018 2:26 pm
Forum: Estimation
Topic: Clustered Standard Errors
Replies: 11
Views: 305

Re: Clustered Standard Errors

Have you looked in the Help system under "cluster?"

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