Search found 88 matches

by maragloria
Fri Jul 28, 2017 1:32 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 4154

Re: retrieving lags selected by AIC/BIC

equation eqdols.cointreg(method=dols, lag=1, lead=1, panmethod=grouped) neerln cpieff nfa totln prodeff gdebteff
!aictemp=_eqdols.@aic

I also used the "pooled" and "w-pooled" methods (and greater number of lags & leads) to check if matters; I still got NA.
by maragloria
Fri Jul 28, 2017 1:07 pm
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 4154

Re: retrieving lags selected by AIC/BIC

Hello Gareth,

I was doing that but wondered if there was a better way to do it.

I'm thinking of doing something else, saving the AIC to make my own comparisons. I just realised that when using panel DOLS the @aic command returns NA (eqdols.@aic). Is that normal?

Thanks again.
by maragloria
Fri Jul 28, 2017 9:02 am
Forum: Programming
Topic: retrieving lags selected by AIC/BIC
Replies: 9
Views: 4154

retrieving lags selected by AIC/BIC

Hello,

I'm using EViews 9.5 and doing panel cointegration estimations using DOLS and PMG/ARDL.

Is there a easy way to retrieve the lags selected by AIC/BIC using a program?

Thanks!
by maragloria
Fri Jul 07, 2017 7:02 am
Forum: Bug Reports
Topic: mixed graph, panel data: crashing when pressing on "options" buttom
Replies: 1
Views: 1266

mixed graph, panel data: crashing when pressing on "options" buttom

Hi there,

I'm using EViews 9.5.

I have panel-structured data. EViews crashes when doing "mixed" graphs using individual cross-sections and pressing on the options button. This does not happen when using a simple "line" graph.

Best regards.
by maragloria
Sun May 28, 2017 6:30 am
Forum: Programming
Topic: panel graph using @meansby
Replies: 3
Views: 1834

Re: panel graph using @meansby

Hello Glenn, Thanks for your reply. Two reasons why I was thinking of using @meansby: 1) The command "panel=medmxmn" is not working properly. When I run the code graph _cxnfa.line(panel=medmxmn) nfa I get the following graph: cxnfa_medmxmn.jpg 2) I would like to get a graph with min-mean-m...
by maragloria
Sun May 28, 2017 6:14 am
Forum: Estimation
Topic: panel PMG/ARDL: cross-sectional averages removed?
Replies: 0
Views: 1042

panel PMG/ARDL: cross-sectional averages removed?

Hello Glenn, In this post from Wed Jul 09, 2014 3:58 pm, you replied that in panel DOLS estimations ... In all cases, we remove the deterministics by running cross-section specific regressions on the appropriate deterministics and obtaining residuals. For case 1 it's a constant so it's equivalent to...
by maragloria
Sat May 27, 2017 9:36 am
Forum: Estimation
Topic: DOLS
Replies: 5
Views: 2909

Re: DOLS

... In all cases, we remove the deterministics by running cross-section specific regressions on the appropriate deterministics and obtaining residuals. For case 1 it's a constant so it's equivalent to demeaning ... Hello Glenn, Does the above applies to pmg/ardl regressions as well, in estimations ...
by maragloria
Sat May 27, 2017 9:17 am
Forum: Programming
Topic: panel graph using @meansby
Replies: 3
Views: 1834

panel graph using @meansby

Hi there, I'm working with panel data in Eviews 9.5. I'm trying to get the following graph obtained using panel=mean: panelgraph.jpg Upon running the code graph cxnfa.line @meansby(nfa,id01) where id01 represents the date identifiers, I get the following: cxnfa.jpg How can I modify my code to get th...
by maragloria
Sat May 13, 2017 2:00 pm
Forum: Econometric Discussions
Topic: Accounting for regime shifts in a panel cointegration model
Replies: 0
Views: 916

Accounting for regime shifts in a panel cointegration model

Hello there, I would like to get comments on whether or not the panel estimation approach I describe below make econometric sense : - I have a macroeconomic data for 30 countries (G10 + 20 Emerging), from 2002Q1 to 2016Q3 (59 observations) - Since the 30 countries are quite heterogeneous, instead of...
by maragloria
Thu May 04, 2017 11:30 am
Forum: Programming
Topic: ARDL: command ecreg
Replies: 2
Views: 1124

Re: ARDL: command ecreg

Ah,OK. Thanks for the reply.
by maragloria
Thu May 04, 2017 10:03 am
Forum: Programming
Topic: ARDL: command ecreg
Replies: 2
Views: 1124

ARDL: command ecreg

Hello, I'm using Eviews 9.5, updated with april 2017 patchs. I'm trying to write a program to get the Error Correction Form from ARDL estimations, but I'm getting an error message ("ECREG is not a valid view for _ARDL3_USDMXN") upon running ardl3_usdmxn.ecreg. I got this command line from ...
by maragloria
Sat Apr 29, 2017 5:03 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10949

Re: Create a time trend

Thanks Mirza. Your solution works really well. I'm using different sample sizes (the smallest being 65/3m) to see the impact on the LR betas. For all the samples used everything lines up now. Thanks again.
by maragloria
Sat Apr 29, 2017 2:14 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10949

Re: Create a time trend

maragloria wrote:Please note that simple OLS regression (using the @trend function) and Johasen estimation (case 4) do not have the problem.


Actually, there's a small difference. It's just more sutle with OLS regression.
by maragloria
Sat Apr 29, 2017 7:34 am
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10949

Re: Create a time trend

Please note that simple OLS regression (using the @trend function) and Johasen estimation (case 4) do not have the problem.
by maragloria
Sat Apr 29, 2017 6:42 am
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10949

Re: Create a time trend

Sure. Thank you.
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