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by startz
Sun Apr 03, 2022 7:37 am
Forum: Econometric Discussions
Topic: 2sls with 2 simultaneous equations
Replies: 15
Views: 12872

Re: 2sls with 2 simultaneous equations

Show us the commands you use and maybe attach the EViews workfile. Quick, Estimate Equation, 2sls Equation specification: Y1 c Y2 + AX1 + BX2 + CX3 + E Instruments: AXI BX2 CX3 DX4 FX5 GX6 I think I got near a singular matrix for this one. How are you meant to do 2sls when you got 2 simultaneous eq...
by startz
Sun Apr 03, 2022 7:07 am
Forum: Econometric Discussions
Topic: 2sls with 2 simultaneous equations
Replies: 15
Views: 12872

Re: 2sls with 2 simultaneous equations

Show us the commands you use and maybe attach the EViews workfile.
by startz
Fri Apr 01, 2022 1:15 pm
Forum: General Information and Tips and Tricks
Topic: Saving data in R
Replies: 8
Views: 9367

Re: Saving data in R

But it would be good if the documentation said that dates are pushed out a row names. And while I am whining about documentation... (1) if you type R into the online search you get told (no results) (2) when you get yourself to http://www.eviews.com/help/helpintro.html#page/content%2Fexternal-EViews...
by startz
Fri Apr 01, 2022 8:20 am
Forum: General Information and Tips and Tricks
Topic: Saving data in R
Replies: 8
Views: 9367

Re: Saving data in R

That's very helpful. It's a little weird though that if you SaveAs and choose Excel you get a dialog to choose series but you don't get that dialog if you choose R. Maybe some part of your response Steve could make its way into the documentation, which is a bit sparse on what gets passed to R under ...
by startz
Thu Mar 31, 2022 12:35 pm
Forum: General Information and Tips and Tricks
Topic: Saving data in R
Replies: 8
Views: 9367

Saving data in R

If you save a workfile in R you get a nice dataframe with one object for each series. The series are appropriately dated. Can someone tell me how I retrieve those dates in R? The documentation doesn't seem to say.
by startz
Thu Mar 24, 2022 7:52 pm
Forum: Programming
Topic: Program template
Replies: 1
Views: 2047

Re: Program template

Just write the template and save it. Then when you open it SaveAs under a new name.
by startz
Mon Mar 07, 2022 4:02 pm
Forum: Estimation
Topic: LM test for serial correlation
Replies: 3
Views: 3127

Re: LM test for serial correlation

in EViews 12, the LM test for serial correlation gives the output statistic "LRE* stat". What does this stand for? Gareth: Probably "the LRE statistic is the Edgeworth expansion correction form of the LM test" according to double super secret information from an insider at EViews.
by startz
Wed Feb 23, 2022 7:53 am
Forum: Estimation
Topic: Error "Variable is not defined" in panel ARDL
Replies: 33
Views: 20561

Re: Error "Variable is not defined" in panel ARDL

Your Excel spreadsheet should have one column for each variable. The first row should be the variable name and the entries below that should be the data. Look at Chapter 2 of EViews Illustrated. Or it might be just as easy to enter the data directly in EViews. Please don't post photos of your screen...
by startz
Tue Feb 22, 2022 9:00 pm
Forum: Estimation
Topic: Error "Variable is not defined" in panel ARDL
Replies: 33
Views: 20561

Re: Error "Variable is not defined" in panel ARDL

Two things: I believe your data isn't organized correctly. In your Excel file you probably want one column for GDP, another for FDI, etc. Then in the estimation window just type in the list of variables, no coefficients. Include C to get an intercept. Consider taking a look at the free EViews Illust...
by startz
Tue Feb 22, 2022 7:57 pm
Forum: Estimation
Topic: Error "Variable is not defined" in panel ARDL
Replies: 33
Views: 20561

Re: Error "Variable is not defined" in panel ARDL

In particular, where did you enter the command? Maybe even post a screen shot of your EViews window including the command and the workfile window.
by startz
Tue Feb 22, 2022 6:46 pm
Forum: Estimation
Topic: Error "Variable is not defined" in panel ARDL
Replies: 33
Views: 20561

Re: Error "Variable is not defined" in panel ARDL

try

Code: Select all

ls GDP C FDI ODA
by startz
Tue Feb 22, 2022 6:10 pm
Forum: Estimation
Topic: Error "Variable is not defined" in panel ARDL
Replies: 33
Views: 20561

Re: Error "Variable is not defined" in panel ARDL

Is there a variable named GDP in your workfile? Can you show us exactly what command you entered?
by startz
Mon Feb 07, 2022 9:20 am
Forum: Econometric Discussions
Topic: US macro data (1860‐1970) of Nelson and Plosser (1982)
Replies: 4
Views: 6028

Re: US macro data (1860‐1970) of Nelson and Plosser (1982)

Here is one source. No idea how you read it.
https://rdrr.io/cran/urca/man/NPORG.html

Also, the R package tseries contains the data.
by startz
Sat Feb 05, 2022 6:00 pm
Forum: Econometric Discussions
Topic: qualitative dependent variable
Replies: 2
Views: 4317

Re: qualitative dependent variable

Not sure why a multinomial logit doesn't work, but there is of course also the multinomial probit.
by startz
Wed Jan 26, 2022 7:39 am
Forum: Estimation
Topic: How to make estimation of AR first order model?
Replies: 1
Views: 6204

Re: How to make estimation of AR first order model?

Did you want

Code: Select all

ls eps c eps(-1) ar(1)
?

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