EViews.com

Hello, Would it be possible to add a column to the list of Add-ins indicating the date of the latest version of the Add-in? This would be helpful to those who, like me, make very heavy use of the Add-ins, and would like to be sure that we are as up-to-date as possible. The current "Date" c...

Hello, I have just tested (see attached, using 7 Mar 2011 build of EViews7.1) your "small" specification on some data I use for testing. I did not get your errors of either "Invalid endogenous variable specification for system" or "No valid observations in equation..."....

This is a very interesting issue for those of us who use SVARs; I hope you reach a positive resolution, as it would be useful for others. A suggestion: as your set-up is so complex with the VAR(4), why not try testing one of your non-linear constraints (eg 1 - C1(1,1) - C(1)*C1(2,1) ) on the much si...

Many thanks, Jason.

It appears that the problem was indeed the data - it seems that Tramo does not like to have "NA"s in the data at the start of the sample (although it seems to work when the NAs are within the sample).

Regards
Donihue

Further to this, my attempts to use TRAMO in EViews 7.1 have been frustrated by the repeated error message shown. I am guessing that this has something to do with where EViews is installed (in my case in C:\Programmes\EViews7) but have no idea what to do to make it work. Can you help? Regards Donihue

You may find an example EViews programme written by Trubador under viewtopic.php?f=4&t=3712

Regards
Donihue

See Ruey Tsay, Analysis of Financial Time Series, 3rd edition, 2010, pp. 179 ff. for a discussion of these models.

Regards
Donihue

Thank you very much, Trubador!

As always, you are remarkably swift and thoughtful. Many of us with limited programming skills are heavily in your debt, not just for this, but for the many other programmes you have contributed.

Regards
Donihue

Yes, of course. I understand fully.

Regards
Donihue

Thanks very much, Gareth. I have tested it and it seems to work correctly.

Regards
Donihue

BTW, is there any technical reason why it is not possible to add exogenous variables when using the flat-flat prior?

Many thanks!

Regards
Donihue

Thank you for your response, Trubador. I am of course aware that the logl object could be used to set up this type of model. My question was really meant to be more along the lines of "has anyone done it?" You have already contributed so many useful programmes to this forum, so perhaps you...

Hello,

Threshold AR (TAR) models such as STAR, LSTAR, SETAR and so on can be estimated in programmes like RATS, but I have not seen any commands or programmes to do so in EViews.

Does anyone have any experience in estimating Threshold AR (TAR) models in EViews?

Regards
Donihue

Thanks very much, Esther, for your quick response. I downloaded just now the BVAR add-in and re-installed it, then re-ran my models. Unfortunately, I still find the same problem with the model coefficients - see attached workfile. Could it be that the version of the Add-in on your web-site is not th...

Gareth, As the workfile for the example I sent is very complicated, I have attached a much simpler one, which illustrates the same problem. In the attached file, "var01" is the straight VAR, including an exogenous variable; "var02" is the same VAR without the exogenous variable. ...