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by dakila
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.
by dakila
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.
by dakila
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.
by dakila
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.
by dakila
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.
by dakila
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.
by dakila
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.
by dakila
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
by dakila
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?
by dakila
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).
by dakila
Wed Jul 20, 2022 3:45 pm
Forum: Programming
Topic: random integer between 2 numbers
Replies: 2
Views: 2695

Re: random integer between 2 numbers

Thanks
by dakila
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.
by dakila
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).

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