EViews.com

Country and firm confounding effects - how to fix it
by oksanakim » Wed Mar 02, 2016 3:47 pm » in Econometric Discussions

Stepwise methodology and choice
by tkon » Wed Mar 02, 2016 2:37 pm » in Econometric Discussions

Kalman filter: state update with some missing signals
by GF_London » Tue Mar 01, 2016 12:32 pm » in Econometric Discussions

Cross correlation Attachment(s)
by ESVAL2016 » Tue Mar 01, 2016 5:28 am » in Econometric Discussions

GARCH with asymmetric distribution
by wer08 » Sun Feb 28, 2016 12:49 pm » in Estimation

Lags of dependent variable: correct use and interpretation
by Wecon » Sun Feb 28, 2016 11:33 am » in Econometric Discussions

Open dialog file selection
by startz » Wed Feb 24, 2016 9:40 am » in Bug Reports

write the difference in estimate equation Attachment(s)
by ESVAL2016 » Fri Feb 19, 2016 4:33 pm » in Estimation

Kalman Filter. Rewriting to State Space Attachment(s)
by camillas » Fri Feb 19, 2016 3:58 pm » in Econometric Discussions

Dummy Variable in difference equation
by hk976 » Wed Feb 17, 2016 7:31 pm » in Estimation

strange multiple monitor bug
by CharlieEVIEWS » Wed Feb 17, 2016 8:08 am » in Bug Reports

GARCH modelling
by Lisa09 » Wed Feb 17, 2016 6:46 am » in Estimation

Regression specification
by johnf » Tue Feb 16, 2016 12:00 pm » in Econometric Discussions

SVAR - IRF Confidence Bands
by wsnp » Mon Feb 15, 2016 7:01 pm » in Estimation

pp 1989 unit root test with structural breaks inEviews9
by tehmina » Mon Feb 15, 2016 1:08 am » in Econometric Discussions

max alpha length on the fly
by CharlieEVIEWS » Sun Feb 14, 2016 11:05 am » in Suggestions and Requests

Question: Import panel data Attachment(s)
by staceylau » Sat Feb 13, 2016 4:55 am » in Data Manipulation

User-specified priors for BVARs ?
by apopescu » Tue Feb 09, 2016 5:23 pm » in Estimation

Model stability
by xprimexinverse » Tue Feb 09, 2016 2:57 pm » in Suggestions and Requests

Multinomial logit model
by johnf » Tue Feb 09, 2016 9:21 am » in Econometric Discussions

Help needed with panel data estimation Attachment(s)
by econstudent16 » Mon Feb 08, 2016 4:02 am » in Econometric Discussions

Symmetry Plot Output Matrix
by diggetybo » Sun Feb 07, 2016 9:11 pm » in Program Repository

Conducting the Pearson's Correlation test
by ashley.brown1 » Sun Feb 07, 2016 6:14 pm » in Programming

Modelling Reflexivity with a Time Series Model
by CyberneticAlph » Sat Feb 06, 2016 12:59 pm » in Econometric Discussions

Canada real GDP
by williamwong » Fri Feb 05, 2016 9:36 am » in Econometric Discussions

How to set constraints to the coefs in GARCH Estimation
by Y.W.SIU » Thu Feb 04, 2016 1:06 am » in Estimation

FI-TAR and TARMA
by metrix » Wed Feb 03, 2016 10:19 am » in Estimation

VECM and variable order
by baliquintero » Mon Feb 01, 2016 12:24 pm » in Econometric Discussions

Breakpoint unit root test
by sam32592 » Sun Jan 31, 2016 10:00 am » in Econometric Discussions

Impulse response function
by Jone » Sat Jan 30, 2016 5:16 pm » in Econometric Discussions

COINTEGRATION
by tehmina » Thu Jan 28, 2016 11:55 am » in Econometric Discussions

Variance Inflation Factor (VIF) - probit model
by Kath » Mon Jan 25, 2016 6:24 pm » in Data Manipulation

GMM for a system of equations (TSP --> EViews 9))
by sr_user » Mon Jan 25, 2016 11:38 am » in Econometric Discussions

the assumption of homoscedasticity( homogenity) in panel reg
by tomy1984 » Mon Jan 25, 2016 7:46 am » in Econometric Discussions

Stock and Watson's DGLS " cointreg "
by ecofin » Sat Jan 23, 2016 10:04 am » in Suggestions and Requests

Stationary Problem
by mhassani » Fri Jan 22, 2016 2:21 pm » in Econometric Discussions

Persistence of an AR process for each t
by HeyLyla » Fri Jan 22, 2016 5:57 am » in Econometric Discussions

sheet view with panel data
by mamo » Fri Jan 22, 2016 1:30 am » in Suggestions and Requests

Necessity of cointegration in Panel
by popcorn » Tue Jan 19, 2016 5:52 am » in Econometric Discussions

ARMAX_MODEL Attachment(s)
by SALEX2016 » Tue Jan 19, 2016 4:35 am » in Estimation

Toggling Midpoint for Interpolation
by diggetybo » Mon Jan 18, 2016 12:11 pm » in Econometric Discussions

IRF for Model
by malibu_ce2 » Mon Jan 18, 2016 9:16 am » in Estimation

multivariate bekk garch
by jedidileila » Sun Jan 17, 2016 3:43 pm » in Econometric Discussions

Stationary and Non-stationary variables in panel
by popcorn » Sun Jan 17, 2016 8:24 am » in Econometric Discussions

exports series non stationary with correlogram but stationar Attachment(s)
by enigma92 » Sat Jan 16, 2016 6:07 pm » in Econometric Discussions

Need tutorial GMM
by tetuko97 » Fri Jan 15, 2016 7:05 am » in Econometric Discussions

LIML in sytem object
by clubmed » Thu Jan 14, 2016 5:42 am » in Suggestions and Requests

Feb Eviews Bootcamp and Intermediate Training in NYC
by Pete@Haver » Wed Jan 13, 2016 1:49 pm » in General Information and Tips and Tricks

x-13 seasonally adjustment
by tony » Wed Jan 13, 2016 3:04 am » in Programming

Generalized variance decomposition
by jacky6ch » Mon Jan 11, 2016 6:03 am » in Econometric Discussions