Search found 3775 matches
- Tue Jan 09, 2024 7:06 am
- Forum: Programming
- Topic: If - Else code
- Replies: 5
- Views: 7253
Re: If - Else code
I think you don't want equal signs inside @recode.
- Sun Sep 03, 2023 2:25 pm
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
Makes sense
- Sun Sep 03, 2023 1:51 pm
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
Okay. So it is nice if there is little multicollinearity. It is also nice if we have many observations and other things. For a given dataset and a correctly specified number of lags, ols is the best we can do…multicollinearity or not.
- Sun Sep 03, 2023 1:24 pm
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
Specifying lags is part of specifying a model.
You still haven’t said why you think an estimate with multicollinearity is bad.
You still haven’t said why you think an estimate with multicollinearity is bad.
- Sat Sep 02, 2023 9:51 pm
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
Correct. But this is a consequence of the data and the model. Basically, ols is optimal in the presence of multicollinearity.
- Sat Sep 02, 2023 1:03 pm
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
Yes. But these problems have very different consequences. What problem do you think multicollinearity causes?
- Thu Aug 31, 2023 9:28 am
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
You are right that there is a distinction. Of course, once you've run the ARDL you get estimates and standard errors for trhe case at hand.
In principle 20 or 30 observations might be okay. In practice I would say it likely isn't enough.
In principle 20 or 30 observations might be okay. In practice I would say it likely isn't enough.
- Thu Aug 31, 2023 8:33 am
- Forum: Econometric Discussions
- Topic: ARDL and multicollinearity
- Replies: 14
- Views: 33754
Re: ARDL and multicollinearity
A first question is why you care about multicollinearity??? For many macro time series determining exact timing of effects is quite hard. So ARDL models do have a lot of multicollinearity. That means individual coefficients are not well identified. But functions of the coefficients, such as long-run...
- Tue Aug 15, 2023 7:03 am
- Forum: Installation and Registration
- Topic: Integrating Eviews into Python environment
- Replies: 3
- Views: 49842
- Thu Aug 03, 2023 7:04 am
- Forum: Estimation
- Topic: Syntax Error
- Replies: 1
- Views: 4179
Re: Syntax Error
Are you missing the multiplication sign after c(3)?
- Tue Jul 25, 2023 7:02 am
- Forum: Programming
- Topic: Dummy variable UP/Down
- Replies: 9
- Views: 9043
Re: Dummy variable UP/Down
Gareth's suggestion does what you ask. In your file you have the dummy stay zero if the return stays constant after it first falls. Is that what you want?
- Sun Jul 23, 2023 5:29 pm
- Forum: Bug Reports
- Topic: Near singular matrix in unit root test
- Replies: 1
- Views: 5170
Near singular matrix in unit root test
Run a unit root test on lowFreq in the attached work file. You get an error message. You can make the error message go away by reducing the maximum number of lags. Nonetheless, I think this is a bug.
- Mon Jul 17, 2023 2:57 pm
- Forum: Programming
- Topic: xget and dataframes
- Replies: 5
- Views: 7695
Re: xget and dataframes
You might want to take a look at https://cran.r-project.org/web/packages/EviewsR/vignettes/EviewsR.html, which may give you a different, but easier, approach.
- Mon Jul 17, 2023 6:42 am
- Forum: Estimation
- Topic: is an illegal or reserved name.
- Replies: 2
- Views: 5770
Re: is an illegal or reserved name.
Does the message tell you the name that is causing the problem?
- Wed May 17, 2023 6:21 pm
- Forum: Estimation
- Topic: Different result with P(1-P) and P*(1-P)
- Replies: 3
- Views: 5077