EViews.com

Bootstrap from VAR residulas
by lpando08 » Fri Jul 13, 2018 10:29 pm » in Programming

over-identifying restrictions
by ammara8 » Thu Jul 12, 2018 11:55 am » in Econometric Discussions

Adding images to graph object
by jthodge » Thu Jul 12, 2018 9:36 am » in Suggestions and Requests

Panel Data with Random Effect
by CCL242 » Tue Jul 10, 2018 9:33 am » in Econometric Discussions

Saving every solution file with consequent index?
by maianq » Tue Jul 10, 2018 1:15 am » in Programming

Forecasting evaluation of RW and VECM Attachment(s)
by Maximilian » Sat Jul 07, 2018 10:13 am » in Econometric Discussions

mean group estimator
by cport » Fri Jul 06, 2018 7:47 am » in Econometric Discussions

return calculation Attachment(s)
by shineK » Sun Jul 01, 2018 6:36 am » in Programming

instrument validity test
by ammara8 » Sun Jul 01, 2018 3:41 am » in Econometric Discussions

An efficient loop for storing sensitivity/specificity
by AbnormalDistribution » Sat Jun 30, 2018 1:48 am » in Programming

x.sheet(w) does not work in dated panel
by mamo » Thu Jun 28, 2018 1:06 am » in Bug Reports

breakls
by ekcengiz » Wed Jun 27, 2018 4:14 am » in Econometric Discussions

Differences between fixed effects and redundant fixed effects tests
by TML » Tue Jun 26, 2018 4:21 pm » in Econometric Discussions

Singular Matrix Problem Attachment(s)
by OdryR » Fri Jun 22, 2018 3:14 am » in Estimation

Regressions using FMOLS, DOLS and SOLS
by mitbob » Mon Jun 18, 2018 8:06 am » in Econometric Discussions

wfopen and import in Eviews 10 Attachment(s)
by DumplingPeng » Sat Jun 16, 2018 6:22 am » in Programming

How to estimate a fully modified VAR for impulse response analysis?
by Nico Lai » Thu Jun 14, 2018 11:58 pm » in Estimation

Reshaping Data Attachment(s)
by isaiah » Wed Jun 13, 2018 10:53 pm » in General Information and Tips and Tricks

Volatility using GARCH
by AzkaIlyas » Wed Jun 13, 2018 11:36 am » in Econometric Discussions

Forecasting Out-of-sample data
by Amdall » Wed Jun 13, 2018 10:19 am » in Econometric Discussions

fetching datastream with forecasted data
by leocaza » Wed Jun 13, 2018 8:55 am » in Programming

Time varying cointegration-TSVAR
by mkz86 » Mon Jun 11, 2018 11:38 am » in Add-in Support

principal component analysis to avoid multicollinearity Attachment(s)
by enricodace » Mon Jun 11, 2018 11:36 am » in Estimation

GARCH modeling with a variable
by Jerko » Mon Jun 11, 2018 9:34 am » in Econometric Discussions

draw "News Impact Curves"
by anwar315a » Sat Jun 09, 2018 10:15 am » in Programming

How to determine Engle-Granger Cointegration?
by ecofine » Sun Jun 03, 2018 6:05 am » in Econometric Discussions

VECM
by Gecon » Tue May 29, 2018 3:32 am » in Econometric Discussions

2SLS
by tom_1993_ » Sun May 27, 2018 8:18 am » in Econometric Discussions

HAUSMAN VALUE IS 1.00
by ammara8 » Sat May 26, 2018 1:16 pm » in Econometric Discussions

Dynamic panel for survey data
by Lalan_dk » Fri May 25, 2018 11:14 pm » in Econometric Discussions

OLS with interaction terms
by kirdid123 » Fri May 25, 2018 10:11 am » in Econometric Discussions

Threshold Vector Autoregression
by elmst616 » Sun May 20, 2018 7:46 pm » in Estimation

Forecasting
by soetirl13 » Wed May 16, 2018 11:11 am » in Econometric Discussions

Fama Macbeth Add-in
by leocaza » Wed May 16, 2018 6:06 am » in Programming

Welcome threads has broken link
by TonyBrohm » Tue May 15, 2018 3:48 am » in Any Other Business

Manually seting VAR coefs
by binhpham79 » Mon May 14, 2018 1:15 am » in Programming

Unit root test settings?
by arman555 » Sun May 13, 2018 8:03 pm » in Econometric Discussions

Value Weighted Portfolio Construction
by Sabs » Tue May 08, 2018 5:21 pm » in Programming

EGARCH notation w/ exogenous explanatory variables
by juxero » Tue May 08, 2018 8:10 am » in Econometric Discussions

How to interpret the three ADF specification equations?
by Amiro » Tue May 08, 2018 3:10 am » in Econometric Discussions

HDECOMP as commandline and program line in Eviews 10
by wilshire » Mon May 07, 2018 11:20 am » in Add-in Support

sariam and sarima-x first step
by Namploy » Sat May 05, 2018 7:57 am » in General Information and Tips and Tricks

Unbalanced Panel and Random Effects Model
by Noni » Fri May 04, 2018 1:20 pm » in Data Manipulation

setelem in scatter diagrams
by zezza » Wed May 02, 2018 2:50 am » in Suggestions and Requests

Markov Switching and turning point indicator
by delucle » Tue May 01, 2018 7:45 am » in Estimation

Specification Error in Panel Regression
by mavsaguirel » Sun Apr 29, 2018 12:46 am » in Econometric Discussions

Three way interactions involving time
by Overtime » Sat Apr 28, 2018 7:19 am » in Econometric Discussions

does impulse response function always converge to zeros
by ecofine » Fri Apr 27, 2018 4:58 am » in Econometric Discussions

Click-based model simulation and scenario analysis Attachment(s)
by tvonbrasch » Fri Apr 27, 2018 4:12 am » in Suggestions and Requests

Great help on Stochastic Volatility
by fmathew » Wed Apr 25, 2018 7:57 am » in Any Other Business