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by startz
Sat Oct 20, 2018 9:36 am
Forum: Estimation
Topic: Panel data regression in Eviews
Replies: 3
Views: 65

Re: Panel data regression in Eviews

Your question is a good one, but the answer takes a lecture or two in econometrics. (Nothing much directly to do with EViews.) You might want to start with reviewing an appropriate textbook.
by startz
Fri Oct 19, 2018 1:21 pm
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

The negative R-squared indicates that the program has not converged to a global optimum. You may want to try different starting values.

More importantly: Estimating 4 parameters with 8 observations is usually pretty hopeless.
by startz
Fri Oct 19, 2018 7:57 am
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

View/Coefficient diagnostics/Wald test

If you are getting a negative R^2 from least squares, you might want to post your output.
by startz
Fri Oct 19, 2018 5:59 am
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

c(2) is negative. c(2)^2 is not. What about the failure notification of non-zero gradient in the results table, wouldnt it question the robustness or validation of the results? This means that EViews may not have converged to the optimum Also for some sections of my data, I get negative R-squared a...
by startz
Thu Oct 18, 2018 8:30 pm
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

c(2) is negative. c(2)^2 is not.
by startz
Wed Oct 17, 2018 4:12 pm
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

Show people exactly what you've done and maybe someone will chime in having figured out where things have gone astray.
by startz
Wed Oct 17, 2018 3:18 pm
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

I think what's happening is that the command you are using puts a coefficient in front of each term. Try writing this out specified as a formula as shown at http://www.eviews.com/help/helpintro.html#page/content%2FRegress1-Specifying_an_Equation_in_EViews.html
by startz
Wed Oct 17, 2018 5:40 am
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 449

Re: Defining derivatives and constrains?

You might want to post the exact command you used and your output.
by startz
Sun Oct 14, 2018 10:02 am
Forum: Data Manipulation
Topic: genr x from quarterly page to yield a particular annual growth rate
Replies: 12
Views: 317

Re: genr x from quarterly page to yield a particular annual growth rate

I think

Code: Select all

!annualgrowthrate = 100 * (@mav(x,4)/@mav(x(-4),4)-1)

works. But I'd give it a test.
by startz
Sun Oct 14, 2018 6:52 am
Forum: Data Manipulation
Topic: genr x from quarterly page to yield a particular annual growth rate
Replies: 12
Views: 317

Re: genr x from quarterly page to yield a particular annual growth rate

If you only know x1, for example, I don't see how you can compute (x8+x7+x6+x5) / (x4+x3+x2+x1)
by startz
Sun Oct 07, 2018 8:08 am
Forum: Data Manipulation
Topic: Unbalanced panel data
Replies: 3
Views: 118

Re: Unbalanced panel data

Almost. You don't have to have all values for all cross-sections, but you do need all values for some cross-sections.
by startz
Sun Oct 07, 2018 7:25 am
Forum: Data Manipulation
Topic: Unbalanced panel data
Replies: 3
Views: 118

Re: Unbalanced panel data

Observations are only included in a regression when all the variables have values for a that observation.
by startz
Wed Oct 03, 2018 7:41 pm
Forum: Programming
Topic: MTOS
Replies: 18
Views: 348

Re: MTOS

wsave, not wsafe

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