EViews.com

Now I tried with a constant but my R-squared value is 0.000352

Yes I have.

Hi everybody! I just have a quick question. I have been running cross-sectional OLS regressions, and my coefficients are significant (p-value almost zero) however I realize that I often get strange R-squared values which are either very close to zero or negative. Is this a problem with Eviews or doe...

Thank you so much! I will try it now. Have a great day!

I have a *single* time period (my time-series are given for the same dates and for the exact same period). I want to estimate using the cross-section dimension. (I form 10 portfolios with the 100 stocks in my data set. Each portfolio consists of ten stocks. For example, I want to estimate how volume...

Hey Gareth, thanks a lot for your prompt reply. I have time-series data for 100 stocks. For each stock there is a series like return, volume, etc for the same time period. I am running cross-sectional regressions for different groups of stocks, so I need to transform my series into *panel* data? (I ...

Good morning, How can i run *cross-sectional* regressions using a GMM framework in Eviews? I have pooled my variables but the only methods I see available are LS and TSLS. How do I perform a GMM? I also would like to compute Standard Errors using the Newey and West method. Thank you very much! :) Se...

Good morning! I am so confused about estimating a LCAPM(liquidity-adjusted capital asset pricing model) in Eviews, as in Asset Pricing with Liquidity Risk(Acharya and Pedersen,2005). As far as I understand they first compute the betas but then they run a GMM that takes into account the pre-estimatio...

Hello!

I am running the subroutine code proposed above but I get the error message near singular matrix error, regressors may be perfectly collinear. Do you know how I can solve this problem? I need to test for seasonal unit roots in my monthly series.

Thank you!

Thanks anyways. Have a great day!

Thank you so much for your help! I appreciate it. How about Montanes Clemente Reyes and Perron-Vogelsang? I actually need them too.

Have a great day!

Hello!

I was wondering if anyone has Eviews codes to run Montanes Clemente Reyes Test, Perron-Vogelsang unit root test and HEGY seasonal unit root test.

I will so much appreciate your help. Thank you so much!

Selin

Hi! I am estimating pairwise diagonal BEKK models on Eviews with system specification in order to understand volatility spillovers among multiple countries’ indices. I use AR(1) and AR(2) as regressor terms and I have two dependent variables in log terms. However, I am confused about how I can compu...

Thank you very much I finally figured that out too, thanks to you!

I run a cointegrating- DOLS regression and create the residual series, but I get lots of NA values. How can I fix this problem? I would be truly grateful if somebody could give me bit of advice or recommendation... I cant compute the test statistics of my study because of the NA values in my residua...