Search found 436 matches

by tvonbrasch
Wed Jun 05, 2013 5:39 am
Forum: Data Manipulation
Topic: Pool object
Replies: 4
Views: 1563

Pool object

Hi, I have a dataset consisting of the variable px?, where ? goes across 260 countries. How do I create a pool object for those 260 countries (i do not want to manually insert the country codes). One way of doing this is: pagestack px? pageunstack(page=pool) var01 id01 but, there must be a better wa...
by tvonbrasch
Thu Mar 14, 2013 8:00 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

ok, can you give me a clue on how to solve the generalised eigenvalue problem with eviews?
t
by tvonbrasch
Thu Mar 14, 2013 1:43 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Dear Eviews Glenn and Gareth! We (Statistics Norway) are about to start a project where we will create a relatively small macroeconometric model for Norway. Being a small open economy, many foreign variables, such as the oil price, would typically be modelled as restricted exogenous. It would be gre...
by tvonbrasch
Tue Nov 20, 2012 6:51 am
Forum: Estimation
Topic: System - non linear ls
Replies: 2
Views: 3405

Re: System - non linear ls

I got this reply from the Eviews team The documentation is *very* poor for this and I apologize, and I’ll see that it gets fixed. Thanks for pointing things, out, though it is perhaps poor for slightly different reasons than you point out. The crux of the issue is that saying that you are doing OLS ...
by tvonbrasch
Fri Nov 16, 2012 5:08 am
Forum: Estimation
Topic: System - non linear ls
Replies: 2
Views: 3405

Re: System - non linear ls

Hi again, My main concern is the minimisation criterion used in the system (non-linear) OLS routine, in particular what is assumed about the variance-covariance matrix of the error terms. I think my last question was a bit imprecise in this respect. Let me clarify. On p 447 in the user guide: “OLS e...
by tvonbrasch
Thu Nov 15, 2012 7:53 am
Forum: Estimation
Topic: System - non linear ls
Replies: 2
Views: 3405

System - non linear ls

Dear Eviews team I’m reading the article Co-Integration and Error Correction: Representation, Estimation, and Testing by Engle and Granger. My problem is how to estimate a system of cointegrating relationships when using the system object in Eviews. Consider the system of r equations Beta’*x_t=z_t, ...
by tvonbrasch
Tue Oct 23, 2012 6:40 am
Forum: Programming
Topic: String variables in loop....?
Replies: 1
Views: 1048

String variables in loop....?

Hi Sometimes, it would be convenient to split long equations into parts using string variables. For example, how can one make a string variable (hstring) so that atest2 would equal atest 1 in the program: string hstring = "log(l{%k})" for %k 15 equation atest1.ls log(h{%k}) log(l{%k}) equa...
by tvonbrasch
Tue Oct 09, 2012 11:30 pm
Forum: Data Manipulation
Topic: Stacked bar graph
Replies: 2
Views: 3048

Re: Stacked bar graph

perfect, thanks,
Thomas
by tvonbrasch
Tue Oct 09, 2012 6:57 am
Forum: Data Manipulation
Topic: Stacked bar graph
Replies: 2
Views: 3048

Stacked bar graph

Hi I have a problem when making a stacked bar graph. The series (see attached workfile) in the group include both negative and positive values. If i make a stacked bar graph, the graph does not show the correct values. see graph01 and group . However, if i first make a single bar graph with data con...
by tvonbrasch
Fri Jun 29, 2012 12:23 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Thank you for your reply Gareth,

since an add-in is not possible, is it possible to release a third upgrade, Eviews 7.3, with this functionality?

and if so, when do you think such an upgrade could be released?

Sincerely
Thomas von Brasch
by tvonbrasch
Thu Jun 28, 2012 6:58 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Dear Chris,

Do you think you can make the option of restricting exogenous variables available as an add-in? and if so, when do you think such an add-in could be released?

Sincerely
Thomas von Brasch
by tvonbrasch
Mon Mar 26, 2012 4:36 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Hi lexie, i believe this method will not work. If we could, in addition to restricting the loading coefficent, also restrict the coefficients in the equation of the exogenous variable (treated as endogenous) also to be zero, and then estimate the cointegrating vector, it should have worked. unfortun...
by tvonbrasch
Fri Mar 09, 2012 12:50 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Dear Chris, and thanks for your reply. Do you think the option of restricting exogenous variables will be included in Eviews 8.0? I am working at Statistics Norway,and currently we are using Eviews 6.0 in our organisiation. I do not want to recommend upgrading the software until this function is ins...
by tvonbrasch
Wed Dec 21, 2011 6:58 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Re: Cointegration - exogenous variables

Dear Glenn, and thanks for your reply. In PcGive, the following procedure of cointegration is applied. Consider the system yt=∑π_i y_(t-i)+∑π_(m+j+1) z_(t-j)+v_t for t=1,...,T, (eq:15.1) Integrated systems can be transformed to equilibrium correction form, where all endogenous variables and their la...
by tvonbrasch
Fri Dec 16, 2011 3:30 am
Forum: Estimation
Topic: Cointegration - exogenous variables
Replies: 17
Views: 11189

Cointegration - exogenous variables

Dear Eviews team Eviews cannot handle exogenous variables in cointegrating relationships. As it is now, I use PcGive to find cointegrating relationships, and then estimate the full system in Eviews by entering these relationships manually. This is somewhat cumbersome. It would be much better if i co...

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