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,
Search found 39 matches
- Sat Sep 24, 2016 1:54 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
- Sat Aug 27, 2016 7:36 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
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
How can I generate historical decomposition for this regime switching model? If this is not available on eviews ,please try to include. Thanks
- Wed Aug 24, 2016 2:20 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
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.
- Wed Aug 24, 2016 12:26 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
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...
- Tue Aug 23, 2016 6:26 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
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...
- Mon Aug 22, 2016 11:19 pm
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
Re: Threshold Structural VAR
Hello,
When it will be released the next version that includes the option in TABle form?
Thanks.
When it will be released the next version that includes the option in TABle form?
Thanks.
- Sat Aug 20, 2016 11:41 pm
- Forum: Add-in Support
- Topic: threshold SVAR add in questions
- Replies: 2
- Views: 3795
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?
Sorry for the mistake. I have some technical difficulties in deleting the thread I created wrongly. Can you suggest me how to do this?
- Sat Aug 20, 2016 11:11 pm
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 300927
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...
- Sat Aug 20, 2016 6:05 am
- Forum: Add-in Support
- Topic: threshold SVAR add in questions
- Replies: 2
- Views: 3795
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...