Search found 113 matches

by EViews Rebecca
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?
by EViews Rebecca
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.
by EViews Rebecca
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)?
by EViews Rebecca
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.
by EViews Rebecca
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.
by EViews Rebecca
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.
by EViews Rebecca
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?
by EViews Rebecca
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.
by EViews Rebecca
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?
by EViews Rebecca
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.
by EViews Rebecca
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.
by EViews Rebecca
Mon Jul 10, 2017 11:41 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 157
Views: 247646

Re: Fama-MacBeth regression

This is a frequency conversion/interpolation problem. EViews has several procedures for doing this: see here and here.
by EViews Rebecca
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...
by EViews Rebecca
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.

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