Search found 182 matches

by ecofin
Wed Apr 06, 2016 6:38 am
Forum: Data Manipulation
Topic: extract coefs as continues series
Replies: 2
Views: 1754

extract coefs as continues series

I have 204 obs quarterly, i have estimated this moddel m1 inf gdp unmp @quarter=1 @quarter=2 @quarter=3 @quarter=4, now i would like to extract the dummy coefs as continues series like this: 1950q1 coef(5) 1950q2 coef(6) 1950q3 coef(7) 1950q4 coef(8) 1951q1 coef(5) 1952q2 coef(6) 1953q3 coef(7) 1954...
by ecofin
Tue Apr 05, 2016 1:31 pm
Forum: Add-in Support
Topic: where is The TSVCAL Add-in
Replies: 2
Views: 2295

Re: where is The TSVCAL Add-in

oops!
by ecofin
Tue Apr 05, 2016 1:08 pm
Forum: Add-in Support
Topic: where is The TSVCAL Add-in
Replies: 2
Views: 2295

where is The TSVCAL Add-in

hi,
I have not seen the TSCVAL Add-in http://www.eviews.com/Addins/addins.shtml :roll:,
by ecofin
Fri Mar 04, 2016 3:33 am
Forum: Estimation
Topic: ARDL dignostic checks_got confused in real world application
Replies: 7
Views: 3408

Re: ARDL dignostic checks_got confused in real world applica

1- Dave Giles blogspot: http://davegiles.blogspot.ca/2013/03/ardl-models-part-i.html http://davegiles.blogspot.ca/2013/06/ardl-models-part-ii-bounds-tests.html http://davegiles.blogspot.com/2015/01/ardl-modelling-in-eviews-9.html 2- some video from youtube: ARDL Approach To Cointegration.avi https:...
by ecofin
Fri Mar 04, 2016 12:44 am
Forum: Estimation
Topic: ARDL dignostic checks_got confused in real world application
Replies: 7
Views: 3408

Re: ARDL dignostic checks_got confused in real world applica

1-EViews 9 can estimate PMG-ARDL (PMG Models in EViews/Pooled Mean Goup-AR Distributed Models) http://www.eviews.com/help/helpintro.html#page/EViews%25209%2520Help%2Fpanel.056.2.html. 2-and the article of M. Hashem Pesaran "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels" http...
by ecofin
Thu Mar 03, 2016 1:56 pm
Forum: Estimation
Topic: ARDL dignostic checks_got confused in real world application
Replies: 7
Views: 3408

Re: ARDL dignostic checks_got confused in real world applica

1)i have download the article, probably the authors have used microfit 4 or 5 and some others software. 2) for the result the microfit 4 and 5 estimate ARDL with 3 cases and with some output statistics (no constant, constant, constant and trend), you can see the user manual "Time series Econome...
by ecofin
Tue Mar 01, 2016 1:18 pm
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 94706

Re: ARIMASel (Automatic ARIMA selection)

1-Got it!
2- we can show it like this (p,d,q)(P,D,Q) in this code. how can do this
by ecofin
Tue Mar 01, 2016 12:50 pm
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 94706

Re: ARIMASel (Automatic ARIMA selection)

1-how can estimate best model without constant C, it can not do this. 2-when i use the Add-in to search best model it show table with the order lag selection like this (p,q)(P,Q), how can change the code to show it like this (p, d ,q)(P, D ,Q), why do you not put the regular and seasonal differencin...
by ecofin
Tue Feb 09, 2016 12:23 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 110889

Re: Fama-MacBeth regression

1- :D
2- ok!
by ecofin
Wed Feb 03, 2016 12:45 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 110889

Re: Fama-MacBeth regression

1-do you mean this mtos({%subavgretv}, avgrets) equation {%subcsavg}.ls(cov=hac) avgrets c betag can you guide me please. :oops: 2-show all graph one at a time. pr11 & rmkt, pr12 & rmkt,...end so on (generate all graph by code). group g1 rmkt pr11 g1.scat linefit group g2 rmkt pr12 g2.scat l...
by ecofin
Wed Feb 03, 2016 6:39 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 110889

Re: Fama-MacBeth regression

1- no idea, can you guide me please; 2- i explain, i write a short code that generate regression one at a time, but with all graph pr* rmkt no idea: group g1 rmkt pr* for !i=1 to 1 %iname=g1.@seriesname(!i) for !j=!i+1 to g1.@count %jname=g1.@seriesname(!j) equation eq_{%iname}_{%jname}.ls {%jname} ...
by ecofin
Sat Jan 30, 2016 11:47 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 110889

Re: Fama-MacBeth regression

1- got it, but how can get series avgrets;
2- run all graphs pr* on rmkt with regression line one at a time by simple code (pr11 with rmkt, pr12 with rmkt,....etc), and all this in the spool object (each graph appear separately in the spool).
by ecofin
Thu Jan 28, 2016 7:20 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 110889

Re: Fama-MacBeth regression

hi, 1/this part of code in page 4 show just the first step in the spool object, how can show the equation object :equation: of betaeq01,betaeq02....etc and csavg (output for the first and second step in spool and equation object :equation: too), i have just to make analyse of residual. ' calculate b...
by ecofin
Sat Jan 23, 2016 10:04 am
Forum: Suggestions and Requests
Topic: Stock and Watson's DGLS " cointreg "
Replies: 0
Views: 1737

Stock and Watson's DGLS " cointreg "

Hi, can you add the three parts of the Weights section of the Options tab in cointegration regression, that we can help to estimate Stock and Watson's DGLS. (getting the estimated residuals using Saikkonen's method to construct the covariance matrix of the errors and then estimating the equation by ...
by ecofin
Fri Jan 22, 2016 11:09 am
Forum: Bug Reports
Topic: adjust the large window of bounds test
Replies: 3
Views: 2369

Re: adjust the large window of bounds test

this is my workfile.

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