EViews.com

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

Deviation from the sample mean
by Amber12 » Fri Feb 02, 2018 10:09 am » in Data Manipulation

Cointegrated but a not statistically significant error ter in VECM.
by khkboss » Fri Feb 02, 2018 12:03 am » in Econometric Discussions

lag length in Var model
by hayfa » Thu Feb 01, 2018 4:20 am » in Econometric Discussions

Harmonized Unemployment Rate Attachment(s)
by francesco.c » Wed Jan 31, 2018 5:55 am » in Econometric Discussions

GRJ GARCH additional daily lags Attachment(s)
by francesco.c » Wed Jan 31, 2018 5:44 am » in Econometric Discussions

Variance Ratio Test
by randerson026 » Tue Jan 30, 2018 12:01 pm » in Econometric Discussions

Johansen Cointegration Test Attachment(s)
by isaiah » Mon Jan 29, 2018 9:02 am » in Data Manipulation

Forecast SE with lagged dependent variables
by aimbra » Wed Jan 24, 2018 10:14 am » in Estimation

Zivot Andrews and VAR
by devenvalecha » Tue Jan 23, 2018 2:12 am » in Econometric Discussions

Unit Roots in detail.
by devenvalecha » Tue Jan 23, 2018 2:07 am » in Econometric Discussions

Unit Root test for SUR
by smurac1986 » Fri Jan 19, 2018 5:27 am » in Econometric Discussions

How to merge 420 tables into one table using a loop
by sudesh » Wed Jan 17, 2018 5:38 pm » in Programming

Test GMM/ FamaMacBeth
by DamianE » Wed Jan 17, 2018 3:39 am » in Econometric Discussions

VOLATILITY VAR
by eviewser » Tue Jan 09, 2018 3:14 pm » in Econometric Discussions

Downloading xlsx files in programme
by terrya » Mon Jan 08, 2018 2:50 pm » in Programming

What model should I estimate\choose?
by AfonsoRod » Fri Jan 05, 2018 10:13 am » in Econometric Discussions

Granger Causality Test after ARDL estimation
by josephinejosephine » Wed Jan 03, 2018 7:45 pm » in Econometric Discussions

KPSS interpretation
by hayfa » Wed Jan 03, 2018 3:13 pm » in Econometric Discussions

How to customize Y-axis label Attachment(s)
by evawxc » Wed Jan 03, 2018 3:01 pm » in Programming

Granger Causality test after ARDL estimation
by josephinejosephine » Wed Jan 03, 2018 8:57 am » in Econometric Discussions

Structural VAR for oil shock
by camillo » Wed Jan 03, 2018 2:21 am » in Econometric Discussions

Lag Exclusion Test for VAR - Null and Alternative Hypotheses Attachment(s)
by Max96 » Sat Dec 30, 2017 5:20 pm » in Econometric Discussions

Create a cross correlation series
by vumpi » Sat Dec 30, 2017 6:25 am » in Programming

Eviews 9 ARDL-ECM Attachment(s)
by josephinejosephine » Sat Dec 30, 2017 2:01 am » in Econometric Discussions

Johansen-Fisher Cointegrationm test - Cross sections results Attachment(s)
by Dina Abdelsalam » Fri Dec 29, 2017 1:40 pm » in Econometric Discussions

Retrieve DOLS coefficient estimates and SEs
by londonphd » Fri Dec 29, 2017 10:44 am » in Programming

Eviews 9 - ARDL - dynamic Specification Attachment(s)
by josephinejosephine » Thu Dec 28, 2017 6:38 pm » in Econometric Discussions

Endogeneity testing concluding in contradicting results
by Econstuden25 » Thu Dec 28, 2017 11:41 am » in Econometric Discussions

Negative ARCH Parameters
by kubajj » Wed Dec 27, 2017 9:42 am » in Econometric Discussions

Mode of a series
by salahaddin » Fri Dec 22, 2017 7:29 am » in Programming

OPTIMIZATION CONSTRAINTS
by leocaza » Wed Dec 20, 2017 4:27 pm » in Programming

DCC Correlation
by Raqia » Wed Dec 20, 2017 3:55 am » in Econometric Discussions

Expanding window HP cycle
by redversjones » Tue Dec 19, 2017 10:50 am » in Programming

copy clipping bug Attachment(s)
by startz » Fri Dec 15, 2017 10:05 am » in Bug Reports

ardl - string for long run form
by tvonbrasch » Thu Dec 14, 2017 10:53 am » in Estimation

Help for merging three tables into one table
by sudesh » Wed Dec 13, 2017 2:58 pm » in Programming

Rolling Correlation Window
by Raqia » Tue Dec 12, 2017 11:07 pm » in Econometric Discussions

Wald test for sum of coefficients when using linear probability model
by oksanakim » Tue Dec 12, 2017 7:49 pm » in Econometric Discussions

SVAR System FIML Estimation do not Produce St.Err.
by uurak » Tue Dec 12, 2017 9:26 am » in Estimation

Lag Structure for State space Model
by Adviti » Sat Dec 09, 2017 12:44 am » in Econometric Discussions

Confidence Interval...or not?
by BCNAV » Mon Dec 04, 2017 10:10 am » in Econometric Discussions

missed data points
by NadineDessouky » Mon Dec 04, 2017 1:36 am » in Econometric Discussions

Multiple Regression Analysis
by mohamedharoun » Sat Dec 02, 2017 6:20 am » in Econometric Discussions

Variance Inflation Factors
by mohamedharoun » Sat Dec 02, 2017 6:19 am » in Econometric Discussions

matrix built-in functions
by dakila » Fri Dec 01, 2017 4:00 pm » in Suggestions and Requests