Search found 182 matches
- Wed Apr 06, 2016 6:38 am
- Forum: Data Manipulation
- Topic: extract coefs as continues series
- Replies: 2
- Views: 3304
extract coefs as continues series
I have 204 obs quarterly, i have estimated this moddel m1 inf gdp unmp @quarter=1 @quarter=2 @quarter=3 @quarter=4, now i would like to extract the dummy coefs as continues series like this: 1950q1 coef(5) 1950q2 coef(6) 1950q3 coef(7) 1950q4 coef(8) 1951q1 coef(5) 1952q2 coef(6) 1953q3 coef(7) 1954...
- Tue Apr 05, 2016 1:31 pm
- Forum: Add-in Support
- Topic: where is The TSVCAL Add-in
- Replies: 2
- Views: 4336
- Tue Apr 05, 2016 1:08 pm
- Forum: Add-in Support
- Topic: where is The TSVCAL Add-in
- Replies: 2
- Views: 4336
where is The TSVCAL Add-in
hi,
I have not seen the TSCVAL Add-in http://www.eviews.com/Addins/addins.shtml ,
I have not seen the TSCVAL Add-in http://www.eviews.com/Addins/addins.shtml ,
- Fri Mar 04, 2016 3:33 am
- Forum: Estimation
- Topic: ARDL dignostic checks_got confused in real world application
- Replies: 7
- Views: 6931
Re: ARDL dignostic checks_got confused in real world applica
1- Dave Giles blogspot: http://davegiles.blogspot.ca/2013/03/ardl-models-part-i.html http://davegiles.blogspot.ca/2013/06/ardl-models-part-ii-bounds-tests.html http://davegiles.blogspot.com/2015/01/ardl-modelling-in-eviews-9.html 2- some video from youtube: ARDL Approach To Cointegration.avi https:...
- Fri Mar 04, 2016 12:44 am
- Forum: Estimation
- Topic: ARDL dignostic checks_got confused in real world application
- Replies: 7
- Views: 6931
Re: ARDL dignostic checks_got confused in real world applica
1-EViews 9 can estimate PMG-ARDL (PMG Models in EViews/Pooled Mean Goup-AR Distributed Models) http://www.eviews.com/help/helpintro.html#page/EViews%25209%2520Help%2Fpanel.056.2.html. 2-and the article of M. Hashem Pesaran "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels" http...
- Thu Mar 03, 2016 1:56 pm
- Forum: Estimation
- Topic: ARDL dignostic checks_got confused in real world application
- Replies: 7
- Views: 6931
Re: ARDL dignostic checks_got confused in real world applica
1)i have download the article, probably the authors have used microfit 4 or 5 and some others software. 2) for the result the microfit 4 and 5 estimate ARDL with 3 cases and with some output statistics (no constant, constant, constant and trend), you can see the user manual "Time series Econome...
- Tue Mar 01, 2016 1:18 pm
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 142819
Re: ARIMASel (Automatic ARIMA selection)
1-Got it!
2- we can show it like this (p,d,q)(P,D,Q) in this code. how can do this
2- we can show it like this (p,d,q)(P,D,Q) in this code. how can do this
- Tue Mar 01, 2016 12:50 pm
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 142819
Re: ARIMASel (Automatic ARIMA selection)
1-how can estimate best model without constant C, it can not do this. 2-when i use the Add-in to search best model it show table with the order lag selection like this (p,q)(P,Q), how can change the code to show it like this (p, d ,q)(P, D ,Q), why do you not put the regular and seasonal differencin...
- Tue Feb 09, 2016 12:23 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247325
Re: Fama-MacBeth regression
1-
2- ok!
2- ok!
- Wed Feb 03, 2016 12:45 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247325
Re: Fama-MacBeth regression
1-do you mean this mtos({%subavgretv}, avgrets) equation {%subcsavg}.ls(cov=hac) avgrets c betag can you guide me please. :oops: 2-show all graph one at a time. pr11 & rmkt, pr12 & rmkt,...end so on (generate all graph by code). group g1 rmkt pr11 g1.scat linefit group g2 rmkt pr12 g2.scat l...
- Wed Feb 03, 2016 6:39 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247325
Re: Fama-MacBeth regression
1- no idea, can you guide me please; 2- i explain, i write a short code that generate regression one at a time, but with all graph pr* rmkt no idea: group g1 rmkt pr* for !i=1 to 1 %iname=g1.@seriesname(!i) for !j=!i+1 to g1.@count %jname=g1.@seriesname(!j) equation eq_{%iname}_{%jname}.ls {%jname} ...
- Sat Jan 30, 2016 11:47 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247325
Re: Fama-MacBeth regression
1- got it, but how can get series avgrets;
2- run all graphs pr* on rmkt with regression line one at a time by simple code (pr11 with rmkt, pr12 with rmkt,....etc), and all this in the spool object (each graph appear separately in the spool).
2- run all graphs pr* on rmkt with regression line one at a time by simple code (pr11 with rmkt, pr12 with rmkt,....etc), and all this in the spool object (each graph appear separately in the spool).
- Thu Jan 28, 2016 7:20 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247325
Re: Fama-MacBeth regression
hi, 1/this part of code in page 4 show just the first step in the spool object, how can show the equation object :equation: of betaeq01,betaeq02....etc and csavg (output for the first and second step in spool and equation object :equation: too), i have just to make analyse of residual. ' calculate b...
- Sat Jan 23, 2016 10:04 am
- Forum: Suggestions and Requests
- Topic: Stock and Watson's DGLS " cointreg "
- Replies: 0
- Views: 3075
Stock and Watson's DGLS " cointreg "
Hi, can you add the three parts of the Weights section of the Options tab in cointegration regression, that we can help to estimate Stock and Watson's DGLS. (getting the estimated residuals using Saikkonen's method to construct the covariance matrix of the errors and then estimating the equation by ...
- Fri Jan 22, 2016 11:09 am
- Forum: Bug Reports
- Topic: adjust the large window of bounds test
- Replies: 3
- Views: 4444
Re: adjust the large window of bounds test
this is my workfile.