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Forecasting of Stock Index Returns
by econometricsbob » Thu Apr 05, 2018 4:05 am » in Econometric Discussions

Application error Attachment(s)
by startz » Tue Apr 03, 2018 4:15 pm » in Bug Reports

Paper research
by xChris » Tue Apr 03, 2018 6:19 am » in Econometric Discussions

Two suggestions
by CherifEViews » Fri Mar 30, 2018 5:34 am » in Suggestions and Requests

F-statistic in Augmented Dickey Fuller test
by owen57 » Fri Mar 30, 2018 2:15 am » in Programming

Gdp and unemployment
by katty » Wed Mar 28, 2018 8:37 am » in Econometric Discussions

Help with coding a C-GARCH-BEKK Attachment(s)
by amnordstroem » Tue Mar 27, 2018 7:51 am » in Programming

Regression Immigration
by brumacosmin » Mon Mar 26, 2018 10:46 am » in Econometric Discussions

Fitting Transformed Regression variables
by mvictor96 » Thu Mar 22, 2018 1:46 am » in Programming

Languages/Tongues
by Thyrionn » Wed Mar 21, 2018 8:47 am » in Suggestions and Requests

Programming for residual diagnostics (without using menu)
by Nom » Wed Mar 21, 2018 3:20 am » in Programming

Weak Exogeneity test in VECM and the absence of t-statistics in cointegrating equation
by khkboss » Tue Mar 20, 2018 8:58 pm » in Estimation

low R square
by neha kanojia » Tue Mar 20, 2018 1:29 am » in Econometric Discussions

FMOLS/DOLS sufficient to answer research question? Or VECM needed?
by jdlewis5293 » Sun Mar 18, 2018 4:17 pm » in Econometric Discussions

Gaussian copula - toy example
by joff » Fri Mar 16, 2018 4:09 am » in Program Repository

bad refresh Attachment(s)
by startz » Thu Mar 15, 2018 2:17 pm » in Bug Reports

Kim and Roubini (2000) SVAR estimation codes
by atiqeco » Wed Mar 14, 2018 9:57 pm » in Econometric Discussions

Standard Errors Based on Hodrick (1992)
by RDS » Mon Mar 12, 2018 4:32 am » in Programming

Scatterplot in a second regression (ANALYSIS)
by alardel » Sat Mar 10, 2018 11:56 pm » in Econometric Discussions

Can I use dummy variable for five years in regression analysis?
by benjamak » Sat Mar 10, 2018 7:53 am » in Econometric Discussions

Time Series - Automatic inclusion of dummy according to residuals analysis
by statsforecast » Fri Mar 09, 2018 2:37 pm » in Programming

Panel granger causality test
by maihan » Fri Mar 09, 2018 5:46 am » in Econometric Discussions

PCA rolling variance of PC 1 Attachment(s)
by md108 » Thu Mar 08, 2018 11:43 pm » in Programming

How to group several graphs in a graph object using a loop
by LVP » Thu Mar 08, 2018 8:40 pm » in Programming

order condition violated insufficient instruments
by Selebogo » Thu Mar 08, 2018 12:06 am » in Econometric Discussions

apply Gregory - Hansen Cointegration Test
by salwan » Wed Mar 07, 2018 9:54 am » in Program Repository

Multicollinearity in GARCH Model
by EktaS » Wed Mar 07, 2018 5:41 am » in Econometric Discussions

PCA rolling variance of PC 1 Attachment(s)
by md108 » Wed Mar 07, 2018 5:11 am » in Estimation

Constructing a hedonic model
by mukhtaroffelmir » Wed Mar 07, 2018 3:02 am » in Econometric Discussions

Adding shaded "area bands" options for the confidence area around IRFs
by econpaq » Thu Mar 01, 2018 7:23 am » in Suggestions and Requests

Strange Regression Results Attachment(s)
by KielanHelp » Mon Feb 26, 2018 1:03 am » in Econometric Discussions

Program to calculate % returns after a condition is met
by rahildevgan » Sun Feb 25, 2018 8:46 pm » in Programming

time series data for my thesis. 1 dependent variable 5 independent variables Attachment(s)
by oseiyaw32 » Sun Feb 25, 2018 4:05 am » in Econometric Discussions

lags with dickey fuller test
by neto333 » Fri Feb 23, 2018 10:14 am » in Econometric Discussions

Estimate VAR; Intervention
by willyg09139 » Thu Feb 22, 2018 8:55 am » in Econometric Discussions

Estimation of daily sales
by sergiolpm » Mon Feb 19, 2018 9:18 am » in Econometric Discussions

VECM and structural factorization option for variance decomposition
by adrangi » Sun Feb 18, 2018 12:44 am » in Programming

how do you test if a time series has deterministic trend?
by neto333 » Sat Feb 17, 2018 9:09 pm » in Econometric Discussions

GARCH modelling for my equation below, any help please?
by Squarix » Fri Feb 16, 2018 11:44 am » in Econometric Discussions

Intraday data code Attachment(s)
by WalidAhmed » Fri Feb 16, 2018 10:38 am » in Econometric Discussions

how to interpret my GARCH model
by sayedkifayatshah » Wed Feb 14, 2018 11:48 pm » in Econometric Discussions

Store formulas from workfile as unlinked series in database
by bpuffer » Tue Feb 13, 2018 7:34 pm » in Programming

Forecasting volatility
by foivos90 » Tue Feb 13, 2018 9:26 am » in Econometric Discussions

Estimating cost efficiency
by Adel » Mon Feb 12, 2018 2:03 am » in Econometric Discussions

Help with categorical variables Attachment(s)
by ppoulimen » Sat Feb 10, 2018 9:46 am » in Estimation

Adjustment of the seasonally adjusted series
by Bablowski » Fri Feb 09, 2018 4:21 am » in Econometric Discussions

Allow copy command in programs to copy a selected set or group of series at once between wf pages
by mamo » Wed Feb 07, 2018 2:29 am » in Suggestions and Requests

unbalanced panel
by maulinae » Tue Feb 06, 2018 9:17 pm » in Econometric Discussions

ARIMA
by econNewbie » Mon Feb 05, 2018 5:49 pm » in Econometric Discussions

Independent variables-selection
by Nisar_soomro » Mon Feb 05, 2018 2:07 am » in Econometric Discussions