## Search found 86 matches

Tue Mar 13, 2018 9:13 am
Forum: Estimation
Topic: Markov switching TVTP result
Replies: 3
Views: 1368

### Re: Markov switching TVTP result

can you provide us the link to the manual?
Tue Mar 13, 2018 8:57 am
Forum: Programming
Topic: variables and path with the same name
Replies: 1
Views: 680

### variables and path with the same name

I am saving results of regressions containing x1, then, x2 and then x3, in subfolders with the respective names. This implies that for every regression I have two make two changes: the variable and the path name. genr y = x1 'genr y = x2 'genr y = x3 %path ="P:Tables\x1" '%path ="P:Ta...
Mon Mar 12, 2018 7:43 am
Forum: Programming
Topic: Exporting Tables with the name of the variables
Replies: 1
Views: 752

### Exporting Tables with the name of the variables

Consider the following problem: 1) assume that you have 100 exogenous variables X[i](t), where [i] = 1, .....100 2) run regression of the endogenous variables y1 and y2 on each of the 100 X and save output in tables 3) export 2*100 tables I would like to export the tables exactly with the name of th...
Mon Mar 12, 2018 4:32 am
Forum: Programming
Topic: Standard Errors Based on Hodrick (1992)
Replies: 0
Views: 731

### Standard Errors Based on Hodrick (1992)

Dear all, is there a possibility to get the standard errors based on Hodrick(1992)? The key point is the following. Assume that genr dlox_x12(t) = Log(x(t)/x(t-12)) and the following OLS dlox_x12(t+12) = alfa + beta *z(t) + e(t+12) The standard errors of alfa and beta are biased because of the overl...
Mon Nov 28, 2016 5:49 am
Forum: General Information and Tips and Tricks
Topic: Model simulation with exogenous variables
Replies: 1
Views: 1945

### Model simulation with exogenous variables

I would like to solve the following system of equations with x1 and x2 being the endogenous variables and z1 and z2 being the exogenous variables, with be_c being the matrix of coefficients estimated my means of a VAR model sys01 sys01.append X1 = be_c(1,1)*X1(-1) + be_c(2,1)*X2(-1) + be_c(14,1)*Z1 ...
Fri Sep 16, 2016 2:48 pm
Forum: Programming
Topic: Export Graphs to Word Documents
Replies: 5
Views: 1219

### Re: Export Graphs to Word Documents

I would like to export a graogh of this type
graph Fig.line X Y
directly into word

Currently I do copy/paste
Fri Sep 16, 2016 10:23 am
Forum: Programming
Topic: Export Graphs to Word Documents
Replies: 5
Views: 1219

### Export Graphs to Word Documents

is it possible to export grapgh created with Eviews 8 directly to word documents?
Thu Jan 28, 2016 10:16 am
Forum: Programming
Topic: probit model
Replies: 3
Views: 795

### Re: probit model

and to run the forecast exercise with standard errors you need to construct the model?
Thu Jan 28, 2016 8:35 am
Forum: Programming
Topic: probit model
Replies: 3
Views: 795

### probit model

Do you have a simple programme running a probit model?
Thu Nov 12, 2015 6:20 am
Forum: Programming
Topic: From daily to monthly observations, end of period
Replies: 6
Views: 2139

### Re: From daily to monthly observations, end of period

This command provides the the sum of the variable Y1 for the week. However, the week starts on Friday and ends on Thursday the week after copy(c=s) daily::Y1 weekly::Y1 Conversely, I would need the sum over the corresponding week from Monday to Friday. Similarly, this commands gives at the end of ea...
Fri Oct 30, 2015 9:49 am
Forum: Programming
Topic: From daily to monthly observations, end of period
Replies: 6
Views: 2139

### Re: From daily to monthly observations, end of period

yes I have seen the mistake
copy(c=l) daily::ois monthly::ois
it works. Thanks
Fri Oct 30, 2015 6:21 am
Forum: Programming
Topic: From daily to monthly observations, end of period
Replies: 6
Views: 2139

### Re: From daily to monthly observations, end of period

I did the following, but I still get the everage of the month and not the end of the month:
copy(l) daily::ois monthly::ois

Any suggestions?
Fri Oct 30, 2015 4:27 am
Forum: Programming
Topic: From daily to monthly observations, end of period
Replies: 6
Views: 2139

### From daily to monthly observations, end of period

I use the following command copy(a) daily::ois monthly::ois to move a daily series "OIS" located in the worksheet "daily" to a "monthly" worksheet. This provides the OIS average over the month. Is there a possiblity also to get the end-of-period of the daily observation...
Thu Oct 29, 2015 2:33 am
Forum: Estimation
Topic: Panel: interaction dummy
Replies: 1
Views: 1193

### Panel: interaction dummy

I would like to estimate a model with an interaction dummy between one variable and the country dummy. Here, I generate the interaction term with the intercept for %c ES IT PT FR NL BE IE AT FI DE US UK smpl @all genr stock_{%c} = 0 smpl 2014:08 2015:1 series stock_{%c} = 1 next But then I cannot ru...
Wed Oct 28, 2015 1:33 am
Forum: Programming
Topic: Cumulated Sum
Replies: 1
Views: 966

### Cumulated Sum

I have a time series of flows: flows(t) = [flow(0),flow(1),....flow(T)] where [flow(0),flow(1),....flow(T)] are the observations at time 0,1,...T, respectively. I would like to generate a stock variable (S(t)), which is simply the cumulated sum of flows: S(t) = [S(0),S(1),....S(T)] where S(0) = f(0)...