Search found 35 matches

by paolo.zanghieri
Wed Oct 20, 2021 7:46 am
Forum: Add-in Support
Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
Replies: 7
Views: 3037

Re: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)

Thanks for this great add in. Is there a simple way to get the dynamic conditional betas in case of 3+ prices?
by paolo.zanghieri
Tue Oct 19, 2021 12:11 am
Forum: Add-in Support
Topic: UCSVM
Replies: 10
Views: 15394

Re: UCSVM

Good morning,
I am trying to apply the add on to US core inflation but I alway get a n"Error 14 on encrypted program". I am using version 12 Sept 27 build.
Thanks
by paolo.zanghieri
Mon Aug 30, 2021 4:53 am
Forum: Bug Reports
Topic: parameter initialisation
Replies: 2
Views: 1334

Re: parameter initialisation

It works
thanks a lot
by paolo.zanghieri
Thu Aug 26, 2021 2:14 am
Forum: Bug Reports
Topic: parameter initialisation
Replies: 2
Views: 1334

parameter initialisation

Hi,
I am trying to estimate an ordered model using a panel dataset. I'd like to add country dummies with the @expand(id01) command. I initialised the parameter but when i run the prg it seems that this is ignored. Is the model too complex? (wf and prg attached)
thanks a lot
by paolo.zanghieri
Mon Aug 02, 2021 3:49 am
Forum: Bug Reports
Topic: forecast with functional coefficients
Replies: 4
Views: 859

Re: forecast with functional coefficients

Thanks a lot.
by paolo.zanghieri
Fri Jul 30, 2021 12:26 am
Forum: Bug Reports
Topic: forecast with functional coefficients
Replies: 4
Views: 859

Re: forecast with functional coefficients

Sure, please look at the Q page, all equation except _thr
thanks
by paolo.zanghieri
Thu Jul 29, 2021 5:13 am
Forum: Bug Reports
Topic: forecast with functional coefficients
Replies: 4
Views: 859

forecast with functional coefficients

Hi,
I am estimating an equation with FUNCOEF. I get the results, but when I try to get the fitted series (both via menu and code) I get a syntax error. I am using Eviews 12 Jun. 8 build.
thanks a lot
by paolo.zanghieri
Fri Apr 23, 2021 2:10 am
Forum: Bug Reports
Topic: Fit of a with FE panel
Replies: 5
Views: 2489

Re: Fit of a with FE panel

Great. Thanks
by paolo.zanghieri
Tue Apr 20, 2021 11:59 pm
Forum: Bug Reports
Topic: Fit of a with FE panel
Replies: 5
Views: 2489

Re: Fit of a with FE panel

Sure,
here it is. Pls look at the panelq page
Thanks
by paolo.zanghieri
Tue Apr 20, 2021 6:34 am
Forum: Bug Reports
Topic: Fit of a with FE panel
Replies: 5
Views: 2489

Fit of a with FE panel

Hello
I am try to get the fit of a panel equation estimated with FE. I get an "Internal Error 500" message. I am using Eviews 12 April 5 2021 build. Any clue?
thanks a lot
by paolo.zanghieri
Tue Jan 12, 2021 10:29 am
Forum: Bug Reports
Topic: Impulse response with BVAR
Replies: 2
Views: 1839

Impulse response with BVAR

Hi, I am trying to get IRF on a BVAR. Each time Eviews requests to restimate the model and then shows all the estimated equations. It happens regardless of the choice of priors but does not happen when I use Bayesian methods for a Mixed Freq. VAR. Please find the wf attached. I am using Version 12, ...
by paolo.zanghieri
Thu Dec 31, 2020 3:09 am
Forum: Bug Reports
Topic: Mixed-Frequency VAR
Replies: 15
Views: 11851

Re: Mixed-Frequency VAR

My bad, I meant September (las month of the quarter).
by paolo.zanghieri
Wed Dec 30, 2020 2:46 am
Forum: Bug Reports
Topic: MIDAS with Gets
Replies: 1
Views: 1993

MIDAS with Gets

Good morning,
I am estimating a MIDAS model using the new gets function. The estimation works, but when I reopen the wf and try to access the equation (both clicking and using the 'show' command) Eviews crashes. I am using Eviews 12, Dec 16 version.
thanks
by paolo.zanghieri
Tue Nov 24, 2020 8:58 am
Forum: Bug Reports
Topic: Mixed-Frequency VAR
Replies: 15
Views: 11851

Re: Mixed-Frequency VAR

I'd like to use the monthly data to create a sort of coditional forecast for the quarterly series.
Thanks
by paolo.zanghieri
Mon Nov 23, 2020 1:24 pm
Forum: Bug Reports
Topic: Mixed-Frequency VAR
Replies: 15
Views: 11851

Re: Mixed-Frequency VAR

I am estimating a MFVAR with quarterly and monthly data and trying to produce nowcasts. Suppose I have quarterly data until Q2 and monthly data until August. If I understand the help file corretctly the forecast will not consider the monthy data available for Q3. Is there a way to use them?
Thanks

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