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What if first differences co-integrate?
by Mark Student » Sun Sep 15, 2019 7:52 am » in Econometric Discussions

Improve EViews optimizer - Artificial Bee Colony (ABC) algorithm
by tvonbrasch » Tue Sep 10, 2019 5:56 am » in Suggestions and Requests

replacevar - linked objects
by tvonbrasch » Mon Sep 09, 2019 10:12 pm » in Models

Decomposition of Forecast Deviation
by obviou191 » Mon Sep 09, 2019 3:00 am » in Estimation

Estimation- Phillips curve forecast Attachment(s)
by scboy » Thu Aug 29, 2019 4:06 am » in Estimation

VAR and degrees of freedom
by idomen » Fri Aug 23, 2019 7:21 pm » in Econometric Discussions

ARDL and Interaction Term
by idomen » Wed Aug 14, 2019 8:29 pm » in Econometric Discussions

Johansen Cointegration test
by Manj91 » Wed Aug 14, 2019 8:36 am » in Econometric Discussions

BIVARIATE DCC GARCH
by sorrisi » Wed Aug 14, 2019 5:27 am » in Econometric Discussions

Breaks with VAR
by creagan52 » Mon Aug 12, 2019 4:05 am » in Econometric Discussions

Partial Least Squares estimation
by redversjones » Fri Aug 02, 2019 4:26 am » in Estimation

DATA FREQUENCY CONVERSION METHOD CHOICE
by sw2018 » Wed Jul 31, 2019 11:14 am » in Econometric Discussions

Fixed or Random effect in Panel Data Analysis?
by mesnakesnake » Tue Jul 30, 2019 7:09 am » in Econometric Discussions

Maximize window using commands?
by tvonbrasch » Tue Jul 30, 2019 12:16 am » in Data Manipulation

How to compute propensity scores from logit output
by oksanakim » Mon Jul 29, 2019 10:43 am » in Program Repository

estimating states from EVIEWS 11
by saranya » Mon Jul 29, 2019 2:35 am » in Estimation

Reproducing Matlab graph in Eviews Attachment(s)
by antipa » Wed Jul 24, 2019 4:03 am » in Data Manipulation

Better text editor interface
by An_economist » Fri Jul 19, 2019 11:37 pm » in Suggestions and Requests

GARCH 1,1 Out of sample forecasting.
by gensek » Wed Jul 17, 2019 12:02 pm » in Econometric Discussions

smarter command explorer
by startz » Mon Jul 15, 2019 1:28 pm » in Suggestions and Requests

Quarterization of Annual Data with EViews
by awaidy » Mon Jul 15, 2019 9:18 am » in Econometric Discussions

VAR Impulse response function confidence Interval estimation
by idomen » Sun Jul 14, 2019 8:35 pm » in Estimation

Scaling impulse responses and changing confidence intervals
by heer0 » Thu Jul 11, 2019 12:15 pm » in Estimation

Random effects estimation with an explicit formulation of equation
by Michael_MA » Wed Jul 10, 2019 12:11 am » in Estimation

Panel Data Heteroskedasticity
by Selim » Mon Jul 08, 2019 4:23 am » in Econometric Discussions

Confidence intervals of time varying coefficients
by Ameer » Sun Jul 07, 2019 3:34 am » in Econometric Discussions

Manual confidence intervals for impulse response functions
by heer0 » Sat Jul 06, 2019 12:38 pm » in Programming

Create Panel workfile with data from excel
by EViews Gareth » Fri Jul 05, 2019 7:37 am » in General Information and Tips and Tricks

Shin (1994) cointegration test
by mofahm » Wed Jul 03, 2019 8:33 am » in Econometric Discussions

Anticipated Monetary Policy Shock in VAR
by awaidy » Fri Jun 28, 2019 12:21 pm » in Estimation

@builddatestr
by johansamuelsson » Thu Jun 27, 2019 10:13 pm » in Bug Reports

KALMAN FILTER (SSPACE) smoothed series explodes
by skyboard » Thu Jun 27, 2019 8:33 am » in Econometric Discussions

About Imposing VEC Restrictions
by Reynaldo2007 » Tue Jun 25, 2019 6:36 pm » in Estimation

Unrestricted Test Equation in omitted variables test question
by eljayski » Mon Jun 17, 2019 12:02 pm » in Econometric Discussions

Changing Observation Labels in scatterplots
by GiMa » Thu Jun 13, 2019 8:54 am » in General Information and Tips and Tricks

Estimate VAR model using GARCH
by AfonsoRod » Tue Jun 11, 2019 9:51 am » in Econometric Discussions

Variable in cointegrating vector but not VAR Attachment(s)
by redversjones » Wed Jun 05, 2019 4:03 am » in Estimation

growth regression Attachment(s)
by dj_ules » Mon Jun 03, 2019 11:54 pm » in Econometric Discussions

Estimating risk premium with GMM
by RDS » Mon Jun 03, 2019 4:29 am » in Econometric Discussions

survival analysis
by AbnormalDistribution » Mon Jun 03, 2019 1:21 am » in Estimation

Panel data correlation
by wstrybol » Sun Jun 02, 2019 10:11 am » in Econometric Discussions

ARCH LM Test not giving proper results Attachment(s)
by vaibhavapj » Sat Jun 01, 2019 4:54 am » in Econometric Discussions

HP Filter in Rolling Window mode
by JOSE JB » Fri May 31, 2019 6:13 am » in Program Repository

Chowlin interpolation and convert annual data to quarterly
by Jasemine » Tue May 28, 2019 12:40 pm » in Econometric Discussions

Stability Coefficients
by panos_rap » Thu May 23, 2019 3:20 pm » in Estimation

Right specification of GARCH models?
by AfonsoRod » Wed May 22, 2019 12:37 pm » in Econometric Discussions

Error-Correction Model ECM
by saccc011 » Tue May 21, 2019 9:07 am » in Econometric Discussions

How to get Prob. forLR test in SVAR model (over-identification)
by Aktar » Fri May 17, 2019 1:29 am » in Programming

Rolling Strategy and Expanding Strategy Forecasting
by Saakshi » Wed May 15, 2019 4:16 pm » in Econometric Discussions

Estimating NAIRU using state space model
by linluoau » Mon May 13, 2019 4:48 am » in Econometric Discussions