EViews.com

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

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