Search found 375 matches

by dakila
Sun Apr 28, 2019 8:45 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 123
Views: 48087

Re: Threshold Structural VAR

Unfortunately, no.
by dakila
Wed Apr 24, 2019 11:18 pm
Forum: Add-in Support
Topic: Scaled impulse responses
Replies: 3
Views: 551

Re: Scaled impulse responses

What was the problem? It is self explanatory if you use the menu driven interface.
by dakila
Thu Mar 21, 2019 6:00 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 42
Views: 32924

Re: Diebold-Yilmaz index

The dyindex add-in is updated. It now includes 'open docs' button and some minor bug fix.
by dakila
Tue Mar 19, 2019 5:41 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 42
Views: 32924

Re: Diebold-Yilmaz index

C:\Users\...\Documents\EViews Addins\Dyindex\Dyindex.pdf
by dakila
Tue Mar 12, 2019 3:43 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 93
Views: 23595

Re: FAVAR add-in

Hi Briskair,

The favar add-in is updated. Now it includes the optional impulse variable. For example,

Code: Select all

favar(factor=3,horizon=48,rep=1000,ci=0.9,impulse=ffr) 13 xdata xslow xir tcode yx_name @ ffr
by dakila
Tue Mar 12, 2019 3:40 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 30
Views: 19288

Re: Sign Restricted VAR

Be specific. For example show me how you type the rest vector. if you need to identify 2 shocks, do it recursively. But it is valid only for the rejection method.
by dakila
Mon Mar 04, 2019 6:53 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 93
Views: 23595

Re: FAVAR add-in

No mistakes. Sorry, It will show you IRF figure and variance decomposition of the last variable (shock to series 16). I will try to include IRF figure of other variables.
by dakila
Sat Mar 02, 2019 2:54 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 93
Views: 23595

Re: FAVAR add-in

No problem, you can add more than one observable variable. For example,
favar(factor=3,horizon=48,rep=1000,ci=0.9,save=1,vd=1) 13 xdata xslow xir tcode yx_name @ ip cpi ffr
by dakila
Sat Mar 02, 2019 2:46 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 42
Views: 32924

Re: Diebold-Yilmaz index

Did you read the document pdf? Use random option. For example,

Code: Select all

dyindex(random=18) 2 @ rrdjia rrftse rrfra
by dakila
Wed Feb 27, 2019 5:26 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 33
Views: 8375

Re: Large Bayesian VAR

Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?
by dakila
Sun Feb 17, 2019 7:16 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 15
Views: 5018

Re: Panel SVAR

I don't know. maybe I can figure out if you send me the data.
by dakila
Sun Feb 17, 2019 7:14 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 42
Views: 32924

Re: Diebold-Yilmaz index

Read the paper. it is different.
by dakila
Wed Feb 06, 2019 4:34 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 33
Views: 8375

Re: Large Bayesian VAR

You should upgrade the eviews to version 10.
by dakila
Wed Feb 06, 2019 4:28 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 49254

Re: Bayesian VAR

Try the lbvar add-in. it can handle 54 variables.
by dakila
Tue Jan 29, 2019 11:57 pm
Forum: Econometric Discussions
Topic: Unit Root Tests with structural breaks
Replies: 1
Views: 320

Re: Unit Root Tests with structural breaks

Try LSunit add-in.

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