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You do need to know the names of the sheets, but the formats need not be the same since they will be read into different pages.

No. The closest thing to this is to put the graphs in a spool object...

Gareth is correct as far as dragging-and-dropping, but this can be automated via a simple program. Suppose we have have a workbook BOOK1.XLS that has three sheets SHEET1, SHEET2, and SHEET3. Then the following code fragment will create a new EViews workfile named BOOK1, with three pages correspondin...

I'll add to Startz's comment by noting that you can use the @qtdist function to get the appropriate critical value (without having to look things up in a table). For example, the (upper) one-tailed .05 critical value may be obtained by @qtdist(.95, df), where df is the degrees-of-freedom. I'll also ...

Unless you really are worried about memory use, wouldn't just replacing the original series and deleting the temp be easier?

If you're doing it a lot, I'd wrap it in a subroutine then you should be good to go.

This is one of those conversions that I've wanted to make one of our automatic ones, but it's never advanced beyond a request. Having said that, it's not too hard to do semi-manually. What you can do is to use the built-in repeated value conversion (by value), then to set the sample to exclude all b...

Gareth is correct about the Var(diff) column, which reports the variance of the different not the difference. I've taken a look at the results for these data, and there are differences in the overall test statistic between EViews and Stata (which the original poster didn't elaborate on, EViews has a...

Make a model object from your LOGL using Proc/Make Model.

If you want the firm specific, you should look at using @quantilesby instead of @quantiles...

Do you want the quantiles within the asset group, or the firm specific quantiles within the asset group?

It's not a built-in feature, but can be calculated with only a bit of work. Can you tell me a bit more about your base equation (how many variables, etc.) and what you want the final output to look like? And lastly, how exactly do you want to use the results? As a table of output for presentation, o...

The S.E. of the regression is simply the standard estimator of the root of the variance of the residuals. I'm not certain what you mean by correct here. For the scaling of the test statistic, you do need an estimate of the variance factor that relates the variance of the data to the restricted ML va...

The LR statistic does maintain the mean-variance assumption. As you note, the Wald does. But all is not lost. EViews doesn't adjust the LR statistics for overdispersion automatically (it's on our lengthy list of things to look at). Part of the reason it hasn't been done is that it's not difficult to...

Your instructor is correct. You could run the test on the residuals and then look up the critical values in the Engle-Granger paper or in one of the other sources for simulated values. There was a recent set of threads on this issue. http://forums.eviews.com/viewtopic.php?f=5&t=715&p=2364&am...