EViews.com

Dear Gareth, thanks for your reply. I think I find my problem. I need to make the rolling window for each firm stops by firm's last non-NA observation, and then carry on the repetition to the next firm. I defined the last non-NA observation by %end=@otod(@ilast(temp{!m})) in the loop. But in the fol...

Dear Gareth, matrix(27, 249) xx '---------------------------------------------------------------- for !m=1 to exmret.@count %mname=exmret.@seriesname(!m) smpl @all series temp{!m}=@recode({%mname}<>na, @trend, na)+1 %start=@otod(@ifirst(temp{!m})) %end=@otod(@ilast(temp{!m})) '----------------------...

Dear Gareth, Sorry for the confusion. My code seems have some problems: error as: insufficient number of observations to estimate equation. Because the ending and starting date of non-NA is different for each firm, so the round is also firm-dependent, so is the dimension of the matrix that holds the...

Dear Gareth, thanks for you prompt reply. I have tried to program for one firm (firm 10873), whose begining 50 and last 40 observations are NAs. I use monthly data and rolling 1 year ahead every 3 years. '------------------------------------ !window=36 !step=12 !length=@obsrange !nrolls=@round((!len...

Dear Gareth, I have a similar problem: I try to run the rolling regresssion on each firm data in a pool workfile (360 obs * 300 firms) For each firm: 36 window with 12 step for each firm using firm=c(1)+c(2)*mkt. And loop across all 300 firms. The problem is my pool data is not balanced. So most of ...

Dear Gareth, you are absolutely brilliant! It works perfectly, thanks so much!

Dear Gareth, I can re-structure them in a panel. So panel.
Again I really appreciate your time.

Dear Gareth,

I have a similar problem, I also have an unbalanced pool containing 800 firms. I need to extract the firms having obs more than 60 and put them in a new workfile. I am stuck in the programing, will you please help me out?

Thanks so much.

Amber

All in the same workfile. Does the unstack work in this senario?

Extract the independent time series for each firm into a new workfile. Thanks!

Dear Eviews expert,

I have a similar query: I have an unbalanced panel data set (with cross sectional id and time/date), and I intend to extract the time series for each firm, could you please give me guidance on this?

I really appreciate!

Best regards,

Amber

Hi, I think Gareth has posted it before on
viewtopic.php?f=15&t=878
Might be helpful to you.

Amber

Dear Gareth, 1. I ran regression y=c+beta*x, and get the c as empirical_c. 2. I bootstrapped 1000 times on residuals from step 1, to get 1000 bootstrapped c. And also get the bootstrap distribution for boot_c. 3. I want to get the p-value/percentile of empirical c in boot_c distribution. And this is...

Dear Gareth, I have run the bootstrap for constant term of the regression for 1000 times, and get the distribution for constant term. Now I want to get the p-value for the empirically regressed constant term (for instance 1.9) on the bootstrapped constant distribution, how can I code it? I have trie...

Dear Gareth, I also have the same problem as Tang. But in my case, it is just simply calculate a given dot's p-value of the empirical distribution. Is the p-value for the given dot (suppose it is 2) also the percentile in the empirical distribution? Or different? It so, would you please kindly teach...