Search found 49 matches

by EViews Mirza
Wed Apr 26, 2017 9:01 am
Forum: Econometric Discussions
Topic: Cross-Sectional data
Replies: 4
Views: 2466

Re: Cross-Sectional data

startz wrote:These tests are generally only used for time series data, and probably don't apply here.


Not entirely true. Suppose I have cross sectional data with dummies on males and females. A Chow test could be used to test whether a parameter of interest is different between these two groups.
by EViews Mirza
Wed Apr 26, 2017 8:47 am
Forum: Econometric Discussions
Topic: Cross-Sectional data
Replies: 4
Views: 2466

Re: Cross-Sectional data

Testing for changes can take on several forms, but the most popular are break-point changes. The simplest among them is the Chow test if you know (suspect) and can specify where in the data the breakpoint happens. Alternatively, the more complicated ones are the Quandt-Andrews test and the Multiple ...
by EViews Mirza
Tue Apr 25, 2017 6:38 pm
Forum: Estimation
Topic: Issue with ARDL model after the latest EVIEWS update
Replies: 1
Views: 1098

Re: Issue with ARDL model after the latest EVIEWS update

Dear Vincent, While ARDL has been a very popular feature in EViews, several users have rightly reported that our earlier implementation, whilst matching prevailing implementations, was not entirely conforming to theory. Our latest patch has corrected for these differences and the latest implementati...
by EViews Mirza
Mon Apr 24, 2017 8:23 pm
Forum: Programming
Topic: Percentile
Replies: 1
Views: 1614

Re: Percentile

Hi Chang, There are several ways of doing this, but here's one solution. wfcreate d(1,5) 1/1/2014 12/31/2016 series trades= @rnorm series dum = (@date>@dateval("8/1/2016")) scalar pcntl = @sum(dum)/@obs(trades) show pcntl Here's what the code does line by line. 1) Generate a daily workfile...

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