EViews.com

Mixed frequency state space model
by friso1992 » Wed Nov 15, 2017 6:22 am » in Estimation

copy colors in graphs
by startz » Tue Nov 14, 2017 11:54 am » in Suggestions and Requests

Remove outliers from sample
by arthurecio » Sat Nov 11, 2017 6:25 am » in Estimation

Perron (1989) Breakpoint Unit Root Test
by NicolasR » Fri Nov 03, 2017 10:31 am » in Program Repository

Unstructured data file and HAC robust standard errors
by oksanakim » Thu Nov 02, 2017 8:26 am » in Econometric Discussions

How to gain the autocorrelation function and Q-statistic through a program function?
by tony » Wed Nov 01, 2017 8:12 am » in Programming

Sign and zero restrictions in SVAR
by Saraazimi » Mon Oct 30, 2017 10:12 am » in Add-in Support

Panel Fixed effect with cross section weights and coeff covariance method
by dani1212 » Mon Oct 30, 2017 8:07 am » in Econometric Discussions

Threshold autoregressive model or Markov Switching model
by irfan alam » Sun Oct 29, 2017 12:48 am » in Econometric Discussions

Threshold Model
by irfan alam » Sun Oct 29, 2017 12:44 am » in Econometric Discussions

Importing BEA quarterly file
by dman » Sat Oct 28, 2017 6:56 pm » in Data Manipulation

Residual Analysis Dashboard Attachment(s)
by diggetybo » Sat Oct 28, 2017 2:12 am » in Program Repository

Serial Correlation Lagged Dependent Variable
by spiatkow » Fri Oct 27, 2017 7:26 pm » in General Information and Tips and Tricks

Histogram labels
by startz » Fri Oct 27, 2017 1:50 pm » in General Information and Tips and Tricks

Seeking advise on Johansen's Cointegration test
by snehaddm » Thu Oct 26, 2017 10:24 am » in Econometric Discussions

ECM single equation?
by j235 » Sun Oct 22, 2017 12:18 am » in Econometric Discussions

Stats by classification
by startz » Sat Oct 21, 2017 4:33 pm » in Suggestions and Requests

Impulse response function with ECM ?
by j235 » Wed Oct 18, 2017 6:26 am » in Estimation

Explanation of error
by j235 » Tue Oct 17, 2017 11:05 am » in Econometric Discussions

Breusch-Pagan test and white ccm for a balanced panel
by Passant » Tue Oct 17, 2017 9:37 am » in Econometric Discussions

Fama Macbeth Regression and Dummy Variable
by Mac_HAM » Mon Oct 16, 2017 3:59 pm » in Econometric Discussions

Threshold regression cross sample equality test
by jerrychang » Fri Oct 13, 2017 8:00 am » in Estimation

MGARCH Tests* Attachment(s)
by NicolasR » Thu Oct 12, 2017 10:17 am » in Add-in Support

how i can calculate the threshold value
by eisamabodian » Thu Oct 12, 2017 10:17 am » in Programming

Factor analysis for panel data
by tony » Mon Oct 09, 2017 8:03 am » in Programming

Estimating Dynamic multipliers using Control Function Approach Attachment(s)
by mgbv » Mon Oct 02, 2017 9:57 am » in Programming

Equation in forecasting demand. Help!
by hmpch » Sat Sep 30, 2017 4:28 pm » in Econometric Discussions

documenation for Hadri's panel unit root test
by Gude » Sat Sep 30, 2017 1:54 am » in Bug Reports

Estimation of mean equation in a GJR Model Eviews Attachment(s)
by klotzle » Fri Sep 29, 2017 2:33 pm » in Estimation

What is the minimum sample size suggested for...
by NipNip » Thu Sep 28, 2017 11:34 am » in Econometric Discussions

Serial correlation in part of the data only
by Bekah500 » Thu Sep 28, 2017 7:19 am » in Econometric Discussions

T-Garch Coding
by foivos90 » Tue Sep 26, 2017 12:44 pm » in Programming

Garch Rolling Forecast
by foivos90 » Sun Sep 24, 2017 2:07 am » in Econometric Discussions

Inverse Mills raito estimation
by oksanakim » Wed Sep 20, 2017 7:31 pm » in Estimation

Correct specification for IV when variables are interacted
by oksanakim » Wed Sep 20, 2017 5:45 pm » in Estimation

MIdas Intra-period forecast
by vikas.trades25 » Mon Sep 18, 2017 4:10 am » in Programming

GARCH with conditional variance dummies
by wangwz » Thu Sep 14, 2017 3:39 am » in Estimation

Binary estimation
by oksanakim » Wed Sep 13, 2017 8:46 am » in Econometric Discussions

loop command for running the VECM model.
by 15sehl19 » Tue Sep 12, 2017 10:15 pm » in Programming

LM test interpretation in VAR - a joint hypotheses test?
by yunqingMa » Tue Sep 12, 2017 3:56 pm » in Econometric Discussions

Help GMM
by mariarrt » Mon Sep 11, 2017 11:35 am » in Estimation

Gravity Model
by k44l3d » Sun Sep 10, 2017 11:26 pm » in Econometric Discussions

Tramo/Seats vs. X12 ARIMA
by Bablowski » Thu Sep 07, 2017 12:52 am » in Econometric Discussions

panel data and gravity model
by k44l3d » Wed Sep 06, 2017 4:27 pm » in Econometric Discussions

GARCH distribution selection
by hmurphy94 » Wed Sep 06, 2017 3:42 am » in Econometric Discussions

Hodrick (1992) standard errors Attachment(s)
by ziucqea » Tue Sep 05, 2017 12:20 am » in Estimation

GARCH AUTOCORRELATION URGENT
by hmurphy94 » Mon Sep 04, 2017 7:09 am » in Econometric Discussions

Results interpretation Attachment(s)
by NMateus1988 » Sat Sep 02, 2017 3:43 am » in Econometric Discussions

Value at Risk- GARCH
by stratos » Thu Aug 31, 2017 12:32 pm » in Econometric Discussions

Markov Switching Regression
by Kvarforth » Thu Aug 31, 2017 9:39 am » in Estimation