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by dakila
Fri Dec 01, 2017 4:00 pm
Forum: Suggestions and Requests
Topic: matrix built-in functions
Replies: 0
Views: 413

matrix built-in functions

I need the following built-in functions. It will make my life much easier.

1. sequential number function in matrix form. For example, something like gauss seqa function.
2. cumulative sum function in matrix form. For example, something like matlab cumsum function.
by dakila
Mon Nov 27, 2017 10:34 am
Forum: Add-in Support
Topic: Link of Add-in BNfilter
Replies: 1
Views: 504

Re: Link of Add-in BNfilter

You have to ask question in the BN filter add-in thread. Could you (moderator) fix the problem?
by dakila
Wed Nov 22, 2017 2:55 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3290

Re: Large Bayesian VAR

What is your Eviews version? Can you run a example of the lbvar add-in? Sample size should not include the missing observations. Training sample should be at least 30-40.
by dakila
Tue Nov 21, 2017 4:07 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3290

Re: Large Bayesian VAR

Did you create random walk prior vector before the estimation?
Could you provide the data file and description of the model?
by dakila
Mon Nov 20, 2017 2:08 pm
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 39
Views: 7533

Re: Favar QUESTION

Note that the figures report impulse responses in standard deviation units.
by dakila
Fri Nov 17, 2017 5:52 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 1282

Re: BN filter

Thanks. It's working now.
by dakila
Fri Nov 17, 2017 4:50 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 1282

Re: BN filter

I cannot download the add-in.
by dakila
Fri Nov 17, 2017 4:46 pm
Forum: Add-in Support
Topic: BN filter
Replies: 8
Views: 1282

BN filter

This thread is about the BNFilter add-in that estimates the BN decomposition to impose a low signal-to-noise ratio.
by dakila
Thu Nov 16, 2017 7:31 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 120
Views: 26183

Re: Threshold Structural VAR

No
by dakila
Fri Oct 20, 2017 5:16 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 120
Views: 26183

Re: Threshold Structural VAR

Hello Edgar,

You can do it easily. For example, first estimate VAR model using the following code or the dialog box:

Code: Select all

smpl 1960q1 1997q3 if d1=1
var var01.ls 1 4 d1gdp d1pgdp fyff cpbill1

Then use eviews VAR model test.
by dakila
Tue Oct 17, 2017 6:30 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3290

Re: Large Bayesian VAR

If you have the missing observations because of the first order difference, then you should adjust the sample size.
by dakila
Fri Oct 13, 2017 3:13 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3290

Re: Large Bayesian VAR

You should put the irw vector into the Random walk prior box.
by dakila
Thu Oct 12, 2017 3:48 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3290

Re: Large Bayesian VAR

You need to create the vector for Random walk prior box. For example: vector irw=@zeros(10) If fifth variable is non-stationary then irw(5)=1 You manually entered lambda and tau. So you don't need to fit evaluation variables. If you choose grid search then you need the fit evaluation variables. Fit ...
by dakila
Mon Oct 02, 2017 11:58 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 25
Views: 10892

Re: Sign Restricted VAR

No. You cannot interpret like that. First define the shock by the sign restriction, then interpret impulse response function of Y and X as the effect of that shock.
by dakila
Mon Sep 25, 2017 3:41 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 17
Views: 3580

Re: Dynamic Model Averaging

I am confused about what the 4 5 digits mean. 4 is forecast horizon. 5 is transformation code (log difference) for dependent variable. I tried estimating the model using the combo box but I keep getting an error msge: "3 is not a valid index for vector-series-coefficient tcode". I am esti...

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