Search found 385 matches

by dakila
Tue May 03, 2016 6:31 pm
Forum: Any Other Business
Topic: 10,000!
Replies: 4
Views: 7427

Re: 10,000!

Yes I agree. But dont forget Mr.Trubador.
by dakila
Mon May 02, 2016 11:49 pm
Forum: Econometric Discussions
Topic: Structural VAR
Replies: 2
Views: 1896

Re: Structural VAR

If I understood your question correctly, in SVAR all variables are endogenous unless you specified some variables like foreign factors exogenously.
by dakila
Fri Apr 29, 2016 1:59 am
Forum: Add-in Support
Topic: Sign restricted VECM
Replies: 4
Views: 2748

Re: Sign restricted VECM

I understand your point. But if you estimate VAR in levels it will implicitly take account your error correction term. I am not fan of cointegration.
by dakila
Fri Apr 29, 2016 1:49 am
Forum: Econometric Discussions
Topic: Is using levels VAR for nonstationary series a problem?
Replies: 7
Views: 8906

Re: Is using levels VAR for nonstationary series a problem?

From Bayesian perspective, nonstationarity is not problem.
by dakila
Thu Apr 28, 2016 11:02 pm
Forum: Suggestions and Requests
Topic: impulse-response analysis
Replies: 1
Views: 2099

Re: impulse-response analysis

Now you can. Please use Tvsvar add-in.
by dakila
Thu Apr 28, 2016 4:39 am
Forum: Add-in Support
Topic: Sign restricted VECM
Replies: 4
Views: 2748

Re: Sign restricted VECM

Cointegration is not problem for the srvar addin if you use variable in levels. Do you have the reference for sign restriction with VECM?
by dakila
Mon Apr 25, 2016 6:11 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 126
Views: 62193

Re: Threshold Structural VAR

version 9
by dakila
Mon Apr 25, 2016 4:53 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 126
Views: 62193

Re: Threshold Structural VAR

Maybe you should upgrade your eviews.
by dakila
Fri Apr 22, 2016 12:48 am
Forum: Econometric Discussions
Topic: HELP! Panel Data...
Replies: 1
Views: 1810

Re: HELP! Panel Data...

The random effects estimator is appropriate when the unobserved effect is thought to be uncorrelated with all the explanatory variables. Hausman test checks whether the unobserved effects is correlated with the explanatory variables. If it is correlated then the fixed effects estimator is appropriat...
by dakila
Wed Apr 20, 2016 4:30 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56225

Re: Time varying SVAR

Yes. It is possible. I will release version 2.0 soon.
by dakila
Wed Apr 20, 2016 3:50 am
Forum: Econometric Discussions
Topic: d(log) log interpretation
Replies: 1
Views: 1559

Re: d(log) log interpretation

you have to take cumulative sum to get level of % change.
by dakila
Mon Apr 11, 2016 7:02 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 32
Views: 25650

Re: Sign Restricted VAR

Did you read the instruction? If you want the impulse responses to be positive on the first variable and negative on the 3rd, you would use +1, −3 on the sign restriction box. For command line case, you should create a vector for constraint. For example, vector constraint =@fill(+1, −3). Do not use ...

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