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by startz
Sun Jul 08, 2018 7:28 am
Forum: Econometric Discussions
Topic: Non-linear Fixed Effects
Replies: 14
Views: 326

Re: Non-linear Fixed Effects

No, this is just a test of coefficients. You can do it either with fixed effects or without fixed effects.
by startz
Sat Jul 07, 2018 6:09 pm
Forum: Econometric Discussions
Topic: Non-linear Fixed Effects
Replies: 14
Views: 326

Re: Non-linear Fixed Effects

Well, then the individual coefficients aren't significant.

You might want to test the joint significance of beta1 and beta2 or beta3 and beta4.
by startz
Sat Jul 07, 2018 5:30 pm
Forum: Econometric Discussions
Topic: Non-linear Fixed Effects
Replies: 14
Views: 326

Re: Non-linear Fixed Effects

This equation is linear in the coefficients, so it's estimated by linear least squares. Nothing special needs to be done about the fixed effects.
by startz
Sat Jul 07, 2018 5:15 pm
Forum: Econometric Discussions
Topic: Non-linear Fixed Effects
Replies: 14
Views: 326

Re: Non-linear Fixed Effects

As written, your equation doesn't seem to have any data in it.
by startz
Thu Jun 28, 2018 9:51 am
Forum: Econometric Discussions
Topic: Non-linear Fixed Effects
Replies: 14
Views: 326

Re: Non-linear Fixed Effects

Are a,b, and c series with coefficients to be estimated?
by startz
Thu Jun 28, 2018 8:32 am
Forum: General Information and Tips and Tricks
Topic: NA versus zero values
Replies: 4
Views: 219

Re: NA versus zero values

Is it possible that in one case you are only looking at the current smpl and that in the other you are looking at all observations?
by startz
Wed Jun 27, 2018 7:46 am
Forum: Data Manipulation
Topic: copy and paste problem with EViews10
Replies: 3
Views: 150

Re: copy and paste problem with EViews10

First thing to do is be sure you have updated to the most recent version.
by startz
Sat Jun 16, 2018 2:36 pm
Forum: General Information and Tips and Tricks
Topic: Fama-MacBeth regression
Replies: 2
Views: 137

Re: Fama-MacBeth regression

I can see why you're confused. The Excel file seems to have 36 series plus a date. There don't appear to be any explanatory variables. Nothing looks like a panel.
by startz
Wed Jun 06, 2018 6:28 am
Forum: Data Manipulation
Topic: Creating new group with negative dependant variable
Replies: 5
Views: 245

Re: Creating new group with negative dependant variable

In EViews, groups are just collections of series and all series in a workfile page are the same length. You can exclude observations from processing by using the smpl command or by setting elements equal to NA. If you want, I suppose you could do smpl 16 30 yy = y xx1 = x1 xx2 = x2 xx3 = x3 xx4 = x4...
by startz
Tue Jun 05, 2018 5:51 am
Forum: Econometric Discussions
Topic: How does one practically implement a Vector Autoregression (VAR)?
Replies: 3
Views: 239

Re: How does one practically implement a Vector Autoregression (VAR)?

To know whether a model is a standard VAR, you'll have to show what you want all the equations to look like.
by startz
Tue Jun 05, 2018 5:48 am
Forum: Estimation
Topic: Estimating sub-samples within the sample
Replies: 2
Views: 176

Re: Estimating sub-samples within the sample

Use the smpl command. Something like

Code: Select all

smpl if industry="iron"
by startz
Sun Jun 03, 2018 6:33 am
Forum: Estimation
Topic: ARMA(2,2) - GARCH-M estimation
Replies: 3
Views: 186

Re: ARMA(2,2) - GARCH-M estimation

The C vector is the coefficient vector. It appears in the workfile and you can open and edit it like any other object.

I am curious why you think an ARMA(2,2) model is appropriate, and what stock market returns you are using.
by startz
Sat Jun 02, 2018 4:08 pm
Forum: Econometric Discussions
Topic: How does one practically implement a Vector Autoregression (VAR)?
Replies: 3
Views: 239

Re: How does one practically implement a Vector Autoregression (VAR)?

A VAR is simply a set of OLS regressions of each endogenous variable on lags of all the endogenous variables and on the exogenous variables. Just enter in a couple of endogenous variables and you'll see what you get.

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