Search found 113 matches
- Fri Jan 10, 2020 2:24 pm
- Forum: Estimation
- Topic: Elimination of variables in the STR/Threshold model
- Replies: 2
- Views: 5056
Re: Elimination of variables in the STR/Threshold model
Eliminate in what sense?
- Fri Jan 10, 2020 2:22 pm
- Forum: Estimation
- Topic: Threshold models
- Replies: 3
- Views: 13198
Re: Threshold models
EViews does not currently compute impulse response functions for threshold models.
- Tue May 07, 2019 1:45 pm
- Forum: Add-in Support
- Topic: frenchdata - Ken French's data library
- Replies: 4
- Views: 21035
Re: frenchdata - Ken French's data library
I don't get this error. Can you check that you are up to date (Help -> EViews Update)?
- Tue Jan 29, 2019 12:15 pm
- Forum: Bug Reports
- Topic: Bold Fonts When Saving a Table to TeX
- Replies: 2
- Views: 4072
Re: Bold Fonts When Saving a Table to TeX
This will be fixed in the next patch.
- Wed Sep 19, 2018 7:27 am
- Forum: Bug Reports
- Topic: pyeviews import from workfile
- Replies: 5
- Views: 6452
Re: pyeviews import from workfile
Yes, but not in the immediate future.
- Fri Sep 14, 2018 5:32 pm
- Forum: Bug Reports
- Topic: pyeviews import from workfile
- Replies: 5
- Views: 6452
Re: pyeviews import from workfile
It's a little buried in the documentation, but pyeviews is designed for Python 2. You'll get unexpected behavior if you use 3.
- Tue Sep 11, 2018 2:03 pm
- Forum: Bug Reports
- Topic: pyeviews import from workfile
- Replies: 5
- Views: 6452
Re: pyeviews import from workfile
Which version of python are you using?
- Tue Feb 27, 2018 12:58 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247646
Re: Fama-MacBeth regression
Study some of the writing on Fama-MacBeth, e.g. the papers here.
- Tue Feb 13, 2018 4:48 pm
- Forum: Programming
- Topic: Problems with com server after 9.5 upgrade
- Replies: 9
- Views: 9231
Re: Problems with com server after 9.5 upgrade
Can you post the data and python commands you used?
- Sun Aug 27, 2017 10:53 pm
- Forum: Bug Reports
- Topic: Live statistics
- Replies: 2
- Views: 3965
Re: Live statistics
It's an interesting idea. We'll look into it.
- Sun Aug 27, 2017 10:51 pm
- Forum: Estimation
- Topic: Smooth Transition Regression - transition with time
- Replies: 9
- Views: 9930
- Tue Jul 11, 2017 2:55 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247646
Re: Fama-MacBeth regression
The question you asked is about frequency conversion/interpolation, not Fama-MacBeth.
- Mon Jul 10, 2017 11:41 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247646
- Thu Apr 13, 2017 11:34 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247646
Re: Fama-MacBeth regression
It's not clear why you think the portfolio names would impact the regression. The portfolio names in the example are arbitrary (I downloaded the series from Ken French's data library and simply renamed them - the frenchdata add-in is an easy way to download). Furthermore the same set of factors is u...
- Wed Apr 12, 2017 9:54 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247646
Re: Fama-MacBeth regression
I'm not sure what you mean. The example uses rmkt, not hml.