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wfcreate u 1 100 'obtain 2-by-2 random draws from the Wishart distribution sym(2) h h.fill 1, 0.5, 2 scalar n = 10 !mc = 10 for !i=1 to !mc sym(2) s_{!i} call wish(s_{!i},h,n) next 'will create 10 random draws (!mc=10) from the Wishart distribution 'command: wish(S, h, n) -- generates multivariate ...

We will choose the model with the smallest value.

One simple (and effortless) way to calculate cross-sectional-wise sums and stdev is the following. for !i=1 to @max(id01) smpl if id01 = !i scalar sum_!i = @sum(w_ret_2) scalar std = @stdev(w_ret_2) next Do you know that your workfile can be structured in panel? Please type pagestruct id01 in your c...

the number of df is defined to be v>m+1, not v>=m+1. I know your reference is Brandt & Freeman (2006), but I can't find it in there. They say that "v>0" which doesn't make much sense either... The Inverse-Wishart (or Wishart) distribution has finite expectations and can be invertible ...

school ochildren

In "the Redundant Variables Test" dialog, you can enter the names of the variables (in your equation specification) that you wish to remove in the restricted model.

This thread is about the CDtest add-in that lets you test for the cross-sectional dependence in panel data. [Update] (07/01/2014) Added a new warning message, "*The distribution of Frees’ Q statistic requires T>3" for the Frees test - Computation of the appropriate quantiles for the Frees'...

This thread is about the NormContour add-in that creates a 2-dimensional Normal contour.

When you create a new page, you do not need to make a copy of OBSID. Could you do the followings?

1) paste special
2) paste as link
3) merge by date

As an example, will generate an equation object which contains white heteroskedasticity-consistent standard errors.

Let me know how it works. !hmax = 46 for !i=1 to 51 'First step: create 46 matrices each with 46 rows and 2 columns: ignored 3rd col (the actual values) matrix (46,2) emh_forecast_{!i} 'Second step: generate forecast_emh recursively and make the out of sample values zero series forecast_emh = 0 smpl...

The program bug comes from the bad indexation. In order to resolve this problem, we should clarify the problem settings again. According to your program, the matrix emh_forecast_{!j} (!j=1,...46) should have j-period-ahead forecast at its first column where each emh_forecast_{!j} is the !j-period-fo...

Can you post your workfile? I am curious about the workfile range.

This is not a bug. The way EViews creates a stacked bar graph (i.e. stacking positive & negative values) is different from Excel.

You will get the desired result by choosing the checkbox of the Stacked bar graphs (Graph Elements -> Bar-Area-Pie -> Checkbox: Stacked bar graphs ) option.

Following Glenn's suggestion, the starting point is set to be 1994m01 (as specified in your workfile). The trick that keeps your sample stay in the workfile is to compare the end point (i.e. 1994m01+215) with the forecast end point (i.e. 1994m01+!i+!window+2) and exit the loop when the forecast end ...