Search found 39 matches

by nasa
Sat Sep 24, 2016 1:54 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

Hi,

If I want to estimate the endogenous variables in levels and include a time trend so as to take care of the long run information,how can I do it in this ThSVAR add in,please?

Thanks,
by nasa
Sat Aug 27, 2016 7:36 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

Hi,
How can I generate historical decomposition for this regime switching model? If this is not available on eviews ,please try to include. Thanks
by nasa
Wed Aug 24, 2016 2:20 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

Thanks. What about the structural break and other dummies not included in the thsvar add in? Could they pose a problem to the model result? Many thanks.
by nasa
Wed Aug 24, 2016 12:26 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

I cannot find the tarcoint add-in in the eviews add in. Where can I get it? In case if I want to study the long run effects. As you know if variables are co-integrated, econometricians suggest to use VECM than VAR. It means that if someone uses VAR instead of VECM, he may lose the long run informati...
by nasa
Tue Aug 23, 2016 6:26 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

HELLO, One last question is the endogenous variables that I am using are non-stationary in levels and hence I do first difference to get stationary series.However,when I try Johannesn co-integration test in levels,I found that they are co-integrated. My question is the following: is it appropriate t...
by nasa
Mon Aug 22, 2016 11:19 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

Hello,

When it will be released the next version that includes the option in TABle form?

Thanks.
by nasa
Sat Aug 20, 2016 11:41 pm
Forum: Add-in Support
Topic: threshold SVAR add in questions
Replies: 2
Views: 3785

Re: threshold SVAR add in questions

hello,
Sorry for the mistake. I have some technical difficulties in deleting the thread I created wrongly. Can you suggest me how to do this?
by nasa
Sat Aug 20, 2016 11:11 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 298772

Re: Threshold Structural VAR

Dear I have a couple of questions regarding the threshold SVAR add in. 1) How can I add exogenous variables: constant and time trends to the ThSVAR. You can address this question from the command line as I cannot see it in the dialogue box option for this. 2) How can I get the generalized impulse re...
by nasa
Sat Aug 20, 2016 6:05 am
Forum: Add-in Support
Topic: threshold SVAR add in questions
Replies: 2
Views: 3785

threshold SVAR add in questions

Dear I have a couple of questions regarding the threshold SVAR add in. 1) How can I add exogenous variables: constant and time trends to the ThSVAR. You can address this question from the command line as I can not see it in the dialogue box option for this. 2) How can I get the generalized impulse r...

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