EViews.com

Hello,

I'm using EViews 9.5 and doing panel cointegration estimations using DOLS and PMG/ARDL.

Is there a easy way to retrieve the lags selected by AIC/BIC using a program?

Thanks!

Hi there,

I'm using EViews 9.5.

I have panel-structured data. EViews crashes when doing "mixed" graphs using individual cross-sections and pressing on the options button. This does not happen when using a simple "line" graph.

Best regards.

Hello Glenn, Thanks for your reply. Two reasons why I was thinking of using @meansby: 1) The command "panel=medmxmn" is not working properly. When I run the code graph _cxnfa.line(panel=medmxmn) nfa I get the following graph: cxnfa_medmxmn.jpg 2) I would like to get a graph with min-mean-m...

Hello Glenn, In this post from Wed Jul 09, 2014 3:58 pm, you replied that in panel DOLS estimations ... In all cases, we remove the deterministics by running cross-section specific regressions on the appropriate deterministics and obtaining residuals. For case 1 it's a constant so it's equivalent to...

... In all cases, we remove the deterministics by running cross-section specific regressions on the appropriate deterministics and obtaining residuals. For case 1 it's a constant so it's equivalent to demeaning ... Hello Glenn, Does the above applies to pmg/ardl regressions as well, in estimations ...

Hi there, I'm working with panel data in Eviews 9.5. I'm trying to get the following graph obtained using panel=mean: panelgraph.jpg Upon running the code graph cxnfa.line @meansby(nfa,id01) where id01 represents the date identifiers, I get the following: cxnfa.jpg How can I modify my code to get th...

Hello there, I would like to get comments on whether or not the panel estimation approach I describe below make econometric sense : - I have a macroeconomic data for 30 countries (G10 + 20 Emerging), from 2002Q1 to 2016Q3 (59 observations) - Since the 30 countries are quite heterogeneous, instead of...

Ah,OK. Thanks for the reply.

Hello, I'm using Eviews 9.5, updated with april 2017 patchs. I'm trying to write a program to get the Error Correction Form from ARDL estimations, but I'm getting an error message ("ECREG is not a valid view for _ARDL3_USDMXN") upon running ardl3_usdmxn.ecreg. I got this command line from ...

Thanks Mirza. Your solution works really well. I'm using different sample sizes (the smallest being 65/3m) to see the impact on the LR betas. For all the samples used everything lines up now. Thanks again.

maragloria wrote:Please note that simple OLS regression (using the @trend function) and Johasen estimation (case 4) do not have the problem.

Actually, there's a small difference. It's just more sutle with OLS regression.

Please note that simple OLS regression (using the @trend function) and Johasen estimation (case 4) do not have the problem.

Sure. Thank you.

Here's the problem I'm having, and the reason I started suspecting the trend issue. I'm running ARDL estimation (including a linear trend) where I'm mostly interested in the long-run relationship. I obtained the "Cointegration graph", but the scale do not make sense (it's way too big): evw...

In this case, yes, as you can see in the file: column K (and L), gives the EC using a trend set at the beginning of the range, while column M gives the EC with trend set at beginning of sample.