Search found 3265 matches

by startz
Thu Apr 19, 2018 9:34 am
Forum: Estimation
Topic: Kalman filter and NAIRU
Replies: 2
Views: 77

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: 40

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: 122

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: 122

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: 122

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: 122

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: 5588

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: 277

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: 129

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: 129

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: 277

Re: Clustered Standard Errors

Have you looked in the Help system under "cluster?"
by startz
Sat Apr 07, 2018 5:14 pm
Forum: Econometric Discussions
Topic: Writing an IV Formula formally
Replies: 1
Views: 79

Re: Writing an IV Formula formally

Just write the equation and follow it with a sentence saying which variable is endogenous and that you estimated using IV and saying what your instrument is.
by startz
Thu Apr 05, 2018 9:41 am
Forum: Suggestions and Requests
Topic: percentile function
Replies: 0
Views: 83

percentile function

It would be nice to have a percentile function. I think it can be done by

Code: Select all

@ranks(@abs(x))/@max(@ranks(@abs(x)))
but something built-in would be better.

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