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by startz
Sat Apr 17, 2021 10:14 am
Forum: Estimation
Topic: restrictions in SVAR
Replies: 20
Views: 260

Re: restrictions in SVAR

EViews Gareth wrote:That’s just a system of equations. It is not a VAR at all.
by startz
Sat Apr 17, 2021 7:12 am
Forum: Estimation
Topic: restrictions in SVAR
Replies: 20
Views: 260

Re: restrictions in SVAR

Take a look at the Help built into EViews.
by startz
Sat Apr 17, 2021 7:07 am
Forum: Estimation
Topic: restrictions in SVAR
Replies: 20
Views: 260

Re: restrictions in SVAR

I don't know why you want to estimate them together rather than separately, but--as Gareth said--you can out the equations in a System object in EViews.
by startz
Sat Apr 17, 2021 6:47 am
Forum: Estimation
Topic: restrictions in SVAR
Replies: 20
Views: 260

Re: restrictions in SVAR

You should listen to Gareth. He always gives good advice.

Forget you have ever heard about a VAR. Perhaps just regress Y1 on X1 through X5; Y2 on X1 through X5. And so on.
by startz
Fri Apr 16, 2021 3:34 pm
Forum: Estimation
Topic: SUR Newey-West
Replies: 0
Views: 27

SUR Newey-West

Is it possible to get Newey-West standard errors in a SUR?
by startz
Tue Apr 13, 2021 8:55 am
Forum: Bug Reports
Topic: Why me, why always me
Replies: 6
Views: 200

Re: Why me, why always me

:lol: :lol: :lol: :lol: :lol: :lol: :lol: :lol:
by startz
Mon Apr 12, 2021 10:53 am
Forum: Bug Reports
Topic: Why me, why always me
Replies: 6
Views: 200

Re: Why me, why always me

I suspect the difficulty is handling daily files.
by startz
Mon Apr 12, 2021 10:33 am
Forum: Bug Reports
Topic: Why me, why always me
Replies: 6
Views: 200

Re: Why me, why always me

Works. Now about the underlying bug in saving to an RData file...
by startz
Mon Apr 12, 2021 10:21 am
Forum: Bug Reports
Topic: Why me, why always me
Replies: 6
Views: 200

Why me, why always me

The forum appears to not allow one to upload a file with extension .wf2.
by startz
Sun Apr 11, 2021 5:35 pm
Forum: Bug Reports
Topic: Workfile Save Prompt on each save
Replies: 0
Views: 43

Workfile Save Prompt on each save

In the workfile save dialog the Prompt on each Save text box shows up as checked even if it is unchecked in Global options.
by startz
Tue Apr 06, 2021 3:48 pm
Forum: Estimation
Topic: Dummy near matrix error
Replies: 5
Views: 188

Re: Dummy near matrix error

You can't estimate an intercept for each region and then also separately estimate the effect of being in a metropolitan region. So yes, you probably want to delete the dummy.
by startz
Tue Apr 06, 2021 2:37 pm
Forum: Estimation
Topic: Dummy near matrix error
Replies: 5
Views: 188

Re: Dummy near matrix error

I believe that EViews is telling you correctly that you can't have both the municipality dummy and cross-section fixed effects. Dummy variable trap.
by startz
Tue Apr 06, 2021 7:47 am
Forum: Estimation
Topic: Dummy near matrix error
Replies: 5
Views: 188

Re: Dummy near matrix error

Are the fixed effects perfectly correlated with the municipality dummy?

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