Search found 385 matches

by dakila
Thu Apr 07, 2016 5:02 pm
Forum: Add-in Support
Topic: TVAR estimation error
Replies: 9
Views: 6206

Re: TVAR estimation error

Problem solved. You no longer need R to be installed. Please use the thsvar add-in.
by dakila
Thu Apr 07, 2016 5:00 pm
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 48684

Re: TVAR (Threshold VAR)

Problem solved. You no longer need R to be installed. Please use the thsvar add-in.
by dakila
Thu Apr 07, 2016 4:58 pm
Forum: Add-in Support
Topic: threshold VAR
Replies: 1
Views: 2606

Re: threshold VAR

Problem solved. You no longer need R to be installed. Please use the thsvar add-in.
by dakila
Thu Apr 07, 2016 7:08 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 32
Views: 25759

Re: Sign Restricted VAR

C:\Users\...\Documents\EViews Addins\srvar
by dakila
Mon Apr 04, 2016 7:51 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 62462

Threshold Structural VAR

This thread is about the thsvar add-in that estimates threshold structural VAR.
by dakila
Thu Mar 31, 2016 3:33 pm
Forum: Estimation
Topic: t test statistics
Replies: 2
Views: 2421

Re: t test statistics

Just ignore t statistics and coefficients . That does not make sense usually. Researcher never report VAR equation results but some test such autocorrelation and lag length. You should care about impulse response function and variance decomposition. I you wanna test granger causailty, use F statisti...
by dakila
Wed Mar 30, 2016 3:25 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56368

Re: Time varying SVAR

try to estimate with data in level or annual growth.
by dakila
Tue Mar 22, 2016 2:17 pm
Forum: Econometric Discussions
Topic: Hetroskelasticity in VAR model
Replies: 1
Views: 1336

Re: Hetroskelasticity in VAR model

Hi Sam,

It depends on your research. If you gonna do impulse response analysis, do not worry about heteroskedasticity problem.
by dakila
Mon Mar 21, 2016 5:47 am
Forum: Econometric Discussions
Topic: How many observations do I need?
Replies: 3
Views: 1549

Re: How many observations do I need?

Hi Sam,

You need to convert the quarterly data into the monthly.
by dakila
Sun Mar 06, 2016 7:34 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56368

Re: Time varying SVAR

Sorry, I don't know.
by dakila
Fri Mar 04, 2016 10:28 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56368

Re: Time varying SVAR

1. Why did you use randomly generated data?. There is an example data in the tvsvar folder if you want to test this add-in. I don't know why you getting this error. I guess this is because of your computer. 2. The tvsvar estimates time varying structural VARs. So you can get impulse response functio...
by dakila
Wed Mar 02, 2016 2:48 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 56368

Time varying SVAR

This thread is about the tvsvar add-in that estimates time varying structural VARs.
by dakila
Fri Feb 12, 2016 6:03 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 32
Views: 25759

Re: Sign Restricted VAR

Did you read the instruction carefully?
by dakila
Tue Feb 09, 2016 4:47 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 32
Views: 25759

Re: Sign Restricted VAR

Hi kkotarac, Thanks for your comment. Actually it is good point. To ensure orthogonality of structural shocks, some people suggest to use QR decomposition for a rejection method. However I couldn't find the difference. So for identification of multiple shocks, just do it again for other shocks. For ...

Go to advanced search