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by startz
Tue Apr 13, 2021 8:55 am
Forum: Bug Reports
Topic: Why me, why always me
Replies: 6
Views: 137

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: 137

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: 137

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: 137

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: 35

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: 176

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: 176

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: 176

Re: Dummy near matrix error

Are the fixed effects perfectly correlated with the municipality dummy?
by startz
Sun Mar 28, 2021 6:50 am
Forum: Programming
Topic: Sorting stocks more than once to form portfolios
Replies: 4
Views: 175

Re: Sorting stocks more than once to form portfolios

If the returns are r1, r2 ,r3...etc. and you want equal weighted portfolios then in a month in which the first stocks are 7,3, 9 etc I guess you could do

series portfolio1return = r7+r3+r9 (etc.)

Not sure how you would automate it.
by startz
Sat Mar 27, 2021 4:05 pm
Forum: Programming
Topic: Sorting stocks more than once to form portfolios
Replies: 4
Views: 175

Re: Sorting stocks more than once to form portfolios

From the help file... Syntax sort(options) arg1 [arg2 arg3…] List the name of the series or groups by which you wish to sort the workfile. If you list two or more series, sort uses the values of the second series to resolve ties from the first series, and values of the third series to resolve ties f...
by startz
Thu Mar 25, 2021 8:57 am
Forum: Bug Reports
Topic: Consistency is the hobgoblin...
Replies: 0
Views: 247

Consistency is the hobgoblin...

When saving .RData files EViews properly capitalizes RData. But the Save As... drop down menu has a lower case r.
by startz
Wed Mar 24, 2021 6:28 am
Forum: Estimation
Topic: Markov switching regression - different estimates each run
Replies: 7
Views: 380

Re: Markov switching regression - different estimates each run

Since Markov switching is maximum likelihood, you want to pick the estimate with the highest log-likelihood.
by startz
Sun Mar 21, 2021 11:52 am
Forum: Estimation
Topic: structural VAR and impulse response function
Replies: 2
Views: 229

Re: structural VAR and impulse response function

In most VARs, a shock only has a contemporaneous effect in its own equation. So unless you've done something special, you're getting the expected result.
by startz
Tue Mar 16, 2021 11:25 am
Forum: Estimation
Topic: Serial Correlation LM Test N/A in EViews11SV?
Replies: 5
Views: 339

Re: Serial Correlation LM Test N/A in EViews11SV?

Note that if you have a small number of fixed effects, you can sometimes change the workfile to unstructured and use @expand to include fixed effects. That way you get access to more diagnostics.

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