Search found 385 matches

by dakila
Thu Jul 14, 2016 11:59 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 126
Views: 62193

Re: Threshold Structural VAR

Hello, First of all, there are some problems with your workfile. It is undated and linked. 1. You should change sample (1.proc- 2.structure/resize current page... on the menu) For example, I guess your data is time series, quarterly, and starts with 1954q4. 2. You should make the workfile unlinked. ...
by dakila
Mon Jul 11, 2016 5:27 am
Forum: Programming
Topic: forecasting specific code query
Replies: 1
Views: 1040

Re: forecasting specific code query

Hi Justin

I think your code is correct.
by dakila
Mon Jul 11, 2016 4:34 am
Forum: Econometric Discussions
Topic: impulse response functions with dummies
Replies: 1
Views: 1149

Re: impulse response functions with dummies

If your sample is large enough then it is better to run separate VAR.
For question 2 try the TVSVAR add-in.
by dakila
Tue Jul 05, 2016 9:23 pm
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 21
Views: 16540

Conditional VAR forecast

This thread is about the confcast add-in that performs a conditional VAR forecast.
by dakila
Tue Jul 05, 2016 9:19 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56225

Re: Time varying SVAR

Training sample is used for determining prior parameters of Time varying SVAR. There is no test for determining the number. It should be at least 30-40 depending on VAR size. Because it uses training sample to estimate OLS VAR. In other words, training sample is not used for actual TVSVAR model. If ...
by dakila
Tue Jul 05, 2016 1:33 am
Forum: Econometric Discussions
Topic: Engle Granger Vs adf test on residuals
Replies: 2
Views: 1342

Re: Engle Granger Vs adf test on residuals

If you want to use procedure 2 you should use EG critical values. Because of generated residuals, you should different c.v table from ADF test c.v table.
by dakila
Mon Jul 04, 2016 1:29 pm
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 7626

Re: Nowcasting GDP

Sorry. You need to wait. It is new add-in. I hope Eviews will post it soon on the web.
by dakila
Mon Jul 04, 2016 4:19 am
Forum: Models
Topic: Conditional forecasts in VAR framework
Replies: 1
Views: 3492

Re: Conditional forecasts in VAR framework

Your question is answered. Use the confcast add-in.
by dakila
Mon Jul 04, 2016 4:04 am
Forum: Models
Topic: Nowcasting GDP
Replies: 10
Views: 7626

Re: Nowcasting GDP

You do not need to make some variables exogenous forcefully. It is not good idea. You can use the confcast add-in.
by dakila
Mon Jun 27, 2016 6:16 pm
Forum: Econometric Discussions
Topic: Structural VAR in Eviews
Replies: 1
Views: 1650

Re: Structural VAR in Eviews

You can use the srvar add-in. Read the instruction first. Then try the example.
by dakila
Fri Jun 24, 2016 2:15 pm
Forum: Estimation
Topic: Johansen Cointegration Test Coefficents vs. OLS Coefficients
Replies: 3
Views: 1917

Re: Johansen Cointegration Test Coefficents vs. OLS Coeffici

For large samples EG will converge to Johansen results. For small sample EG will suffer from endogeneity and serial correlation problem. If you want to use single equation method, it is better to try Stock-Watson or FMOLS.
by dakila
Wed Jun 22, 2016 3:17 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56225

Re: Time varying SVAR

Yes
by dakila
Tue Jun 21, 2016 9:34 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56225

Re: Time varying SVAR

Which version do you use? Probably you use the older version. I think you need to upgrade your Eviews to version 9.
by dakila
Mon Jun 20, 2016 4:51 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 19
Views: 20364

Re: Interpreting impulse response functions: Std dev or % ?

Sorry. You need to wait. I hope Eviews will post it soon on the web.

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