EViews.com

You have a better shot of getting someone to look at this if you attach your EViews dataset. That makes sense. I ran the regressions for the subsets on separate workfiles. The file attached combines all data. That clears it up very quickly. You have included two complete sets of dummies. That's ano...

That's more than what I could have asked for. Basically what I've done is running 4 separate regressions for 4 datasets (entire dataset + its three subsets based on region), all consisting of the same variables. Equation: y c interest quantum low high under over I'm trying to figure out whether the...

ls y DUK DUS DEU DUK*X DUS*X DEU*X Thanks for your suggestion. When I enter equation: y c DUK DUS DEU DUK*X1 DUS*X1 DEU*X1 and so on for al five variables I get the error near singular matrix , also without entering the constant. This is probably because all dummies are mutually exclusive. Starting...

QMS Gareth wrote:EViews doesn't let you impose constraints on coefficients. However, if you do a forum search you'll see there are a couple of tricks you might be able to use.

Is it possible to specify explicit coefficients for the GARCH terms?

Hi! I'm a Brazilian user of EV. I have a model with some equations and identities. The format is something like: eq1 = f (X1, X2, X3)+e1 eq2 = f(Y1, Y2, Y3)+e2 I'd like to add the restriction/identity: eq1=eq2 And, of course, cov(e1,e2)<>0. But I can't add 'eq1=...' twice (recognized as endogenous ...

Dear all, I have an equation like : 95=1.2*(1+r)+1.5*(1+r)^2+1.6*(1+r)^3+1.7*(1+r)^4 if i want to solve the equation and get r, is there any one who can teach me how to do this in eviews? very thanks! EViews isn't really well set up to do this, since (1) there are four different answers (2) some of...

You should be able to find out how to do this by looking up "Chow test" in a good econometrics text. Briefly. Add together the sum of square residuals from all three separate regressions. Let's call this SSR. Then estimate all the data together in a single regression and call the sum of s...

... that's bad news. The problem is that I only have version 5 myself. To use version 6 I had to sit at the university, but it would probably be hard to persuade the administrator to do an upgrade there, wouldn't it? Therefore: Is there any way at all that I could do the estimation in version 5 and...

Use more than one dummy. Hi I've been off for a week. Let me explain my problem in more detail. I already have estimation results from my three subsets. Each subset's coefficients differ from the other subsets, but now I need to find out whether these differences are in fact significant, i.e. the c...

Perhaps covariance analysis for the group view should default to correlation rather than covariance. I bet correlation gets used more often.

please see equation 4 of the attached workfile Seeing the equation was very helpful. Note three things about your equation. (1) The coefficients do add up to 1.0. (2) EViews tells you in the output that it was unable to complete the estimation. That's what the warning "WARNING: Singular covari...

hi, I have a similar question. I include leads and lags of the differenced cointegrating regressors on the right-hand side of my equation. As residuals are autocorrelated, I need to use the Newey-West but unfortunatelly I think this option is not available in Eviews, not predefined. Am I wrong and ...

I plan to use log-log model to process my regression ln(wage percent change)=a+b*experience+c*education+u However, the wage percentage would be negative in the data set some time. Is that means I cannot use log-log model? Because the number above the base should always be positive in common sense. ...

I do not understand the commment as exp(x) / (exp (x) + exp (y)) and exp(y) / (exp (x) + exp (y)) should in my opinion nevertheless be one (at least in excel they are). Can you please explain in more detail? Can you for sure confirm that Eviews is able to work in those constraints in the regression...