Search found 22 matches

by ali_Economist
Thu Nov 24, 2016 10:11 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Hi,

I am wondering what will be the size of V Matrix if I have 4 instead of three variables ? will it be the same as mentioned in the document or will be add extra row or column ? Please guide.

Regards

Ali
by ali_Economist
Fri Nov 18, 2016 3:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Yes, you are absolutely right, actually the CPI and unemployment are dependent variables and real rates are independent variables, so in simple regression it should not be the case of multicolinarity. Can you please suggest me how I can solve this issue in TVSVAR ? Thanks again for help. Regards Ali
by ali_Economist
Thu Nov 17, 2016 10:55 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Hi, I am trying to look at the impact of real rates on the unemployment and cpi, but is giving error Near Singular Matrix, I can,t log the series as these have negative values as well and also these are rates. Can you please help ?

Regards
by ali_Economist
Thu Sep 01, 2016 1:12 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Thank you very much for reply, but it gives message that "DTSEL" is not defined. Please help.
by ali_Economist
Wed Aug 31, 2016 9:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Hi, I want to estimate the TVSVAR model on the attached data file, when I try using the instruction in the add-in document it does not give me IRF output or even the estimation results, I wonder if somebody can help me please.
by ali_Economist
Mon Aug 29, 2016 9:42 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 396116

Re: Time varying SVAR

Hi, Thank Dakila for help on my first question, I have downloaded the add-in, that looks ok, however when following document instructions, I put the details in it gives message "Near singualr Matrix". I don,t get any impulse response but some series and matrixes appear when do not make muc...
by ali_Economist
Sat Aug 27, 2016 10:01 am
Forum: Add-in Support
Topic: TVP-VAR
Replies: 1
Views: 6465

TVP-VAR

Hi,

I want to estimate a TVP-VAR model in E-views, I have Eviews version 9 and 3 monthly series data, I can use Eviews using tabs and have estimated the VAR model, but i don,t know how to run TVP-VAR model. I am not good at programming, if you please help.

Go to advanced search