Search found 479 matches
- Tue Dec 20, 2022 2:30 am
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241113
Re: Diebold-Yilmaz index
No, the series pc_i_J must be interpreded as share of unit i's variability due to j. It is not possible to custom label.
- Wed Nov 30, 2022 4:02 am
- Forum: Bug Reports
- Topic: variance decomposition command bug in ver.13
- Replies: 4
- Views: 4944
- Mon Nov 28, 2022 5:58 pm
- Forum: Add-in Support
- Topic: Uhlig BVAR with Stochastic Volatility
- Replies: 0
- Views: 6606
Uhlig BVAR with Stochastic Volatility
This thread is about the Uhlig add-in which estimates a VAR with stochastic volatility using the Uhlig (1997) method.
- Thu Nov 24, 2022 12:34 am
- Forum: Bug Reports
- Topic: variance decomposition command bug in ver.13
- Replies: 4
- Views: 4944
- Sat Nov 19, 2022 4:41 pm
- Forum: Bug Reports
- Topic: variance decomposition command bug in ver.13
- Replies: 4
- Views: 4944
variance decomposition command bug in ver.13
var01.decomp does not work. It says error in specification of impulse ordering.
- Thu Sep 15, 2022 1:23 am
- Forum: Add-in Support
- Topic: Stochastic volatility in mean VAR
- Replies: 0
- Views: 8199
Stochastic volatility in mean VAR
This thread is about the varsvol add-in which implements the stochastic volatility in mean VAR (Haroon Mumtaz, 2018). It requires the version 13.
- Sun Aug 14, 2022 7:47 pm
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 247263
Re: Large Bayesian VAR
The LBVAR add-in is updated. Now it includes Pandemics Prior of Cascaldi-Garcia (2022). I would like thank Dr. Ole Rummel (SEACEN centre) for suggestions and comments on Pandemic Priors.
- Mon Aug 08, 2022 6:14 pm
- Forum: Add-in Support
- Topic: VAR with shock to exogenous variable
- Replies: 0
- Views: 7752
VAR with shock to exogenous variable
This thread is about the VARexog add-in which estimates the impulse responses of VAR with shock to exogenous variable with Monte Carlo Integration (MCI) method.
- Fri Aug 05, 2022 9:37 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 360434
Re: Time varying SVAR
I will try to include this option. So check the forum.
- Thu Aug 04, 2022 8:27 pm
- Forum: Add-in Support
- Topic: FAVAR: two-block model
- Replies: 2
- Views: 4524
Re: FAVAR: two-block model
Hello,
No, it is not possible set this restriction. But I will try to include this kind restriction if time permits
No, it is not possible set this restriction. But I will try to include this kind restriction if time permits
- Thu Aug 04, 2022 8:22 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 360434
Re: Time varying SVAR
What is your Eviews version? Can you run the example program (tvsbar_ex*)? If so, could you provide the data and model description?
- Wed Jul 27, 2022 6:00 pm
- Forum: Add-in Support
- Topic: Asymmetric VAR
- Replies: 2
- Views: 6394
Asymmetric VAR
This thread is about the AsymVAR add-in that that implements the impulse response function and the test of the symmetry of Asymmetric VAR model by Kilian and Vigfusson (2011).
- Wed Jul 20, 2022 3:45 pm
- Forum: Programming
- Topic: random integer between 2 numbers
- Replies: 2
- Views: 2695
- Wed Jul 20, 2022 2:20 am
- Forum: Programming
- Topic: random integer between 2 numbers
- Replies: 2
- Views: 2695
random integer between 2 numbers
How to generate random integers between two numbers? Rndint only generates between 0 and specified number.
- Mon Jun 27, 2022 6:47 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 70
- Views: 241113
Re: Diebold-Yilmaz index
The add-in was updated for the version 11 and 12. Please update your version to it (v1.5).