EViews.com

Moving Average (MA)
by tomascanosa » Fri Jun 12, 2015 4:42 am » in Econometric Discussions

Dummy variables and interaction
by Nikkip23 » Fri Jun 12, 2015 2:07 am » in Econometric Discussions

Nowcasting GDP using Mixed-Data Sampling Models
by ivanpanin » Wed Jun 10, 2015 7:49 am » in Estimation

Denton/Litterman frequency conversion for panel data?
by JanVinter » Tue Jun 09, 2015 9:16 am » in Data Manipulation

Resample regression
by pkpio24 » Tue Jun 09, 2015 7:54 am » in Estimation

Spectral analysis and ideal pass filter problem
by nicotrader » Mon Jun 08, 2015 10:08 pm » in Add-in Support

Using Impulse Response Function as a forecast tool
by Jone » Mon Jun 08, 2015 4:36 pm » in Estimation

Moving sample method Attachment(s)
by Student15 » Sat Jun 06, 2015 5:39 pm » in Programming

Robust SE. in Possion regression
by Nitzan04 » Fri Jun 05, 2015 12:04 am » in Econometric Discussions

Trading day effects
by miorinnovo » Thu Jun 04, 2015 2:32 pm » in Data Manipulation

Singular Value Decomposition
by blonggovnl » Thu Jun 04, 2015 9:30 am » in Econometric Discussions

stochastic trend (first difference - changing mean)
by dtideman » Thu Jun 04, 2015 3:45 am » in Estimation

First differences of endogenous variable in a SVAR
by nicote » Thu Jun 04, 2015 2:47 am » in Econometric Discussions

Extending a series by a moving average
by miorinnovo » Wed Jun 03, 2015 7:38 am » in Programming

VECM Johansen test difficulties Attachment(s)
by kris747 » Tue Jun 02, 2015 12:40 pm » in Econometric Discussions

PCA in regression
by jaghetermattis » Tue Jun 02, 2015 2:36 am » in Estimation

inverted MA roots close to 1
by SEbert » Mon Jun 01, 2015 11:14 pm » in Econometric Discussions

Y-intercept with Dummy Variables? Attachment(s)
by Apple Tan » Mon Jun 01, 2015 6:03 pm » in Econometric Discussions

Dynamic Factor Model (using the common factor)
by jill_lr » Sun May 31, 2015 8:09 am » in Econometric Discussions

johansen cointegration test
by alireza » Fri May 29, 2015 11:00 am » in Econometric Discussions

tramo seasonal factors
by blcalkins » Fri May 29, 2015 8:05 am » in Data Manipulation

Confidence intervals
by pkpio24 » Thu May 28, 2015 3:59 am » in Econometric Discussions

VEC and cointegration Attachment(s)
by flaviotm » Wed May 27, 2015 7:18 am » in Econometric Discussions

Asymmetric mgarch ccc, dbekk codes
by ayca79 » Wed May 27, 2015 1:28 am » in Estimation

problems arising from WLS
by econ11 » Tue May 26, 2015 11:45 pm » in Econometric Discussions

doubts regarding cointegration. emergency
by E-Conman » Tue May 26, 2015 3:14 am » in Econometric Discussions

Estimating earnings (Model 5 G. Foster)
by Brian_S » Mon May 25, 2015 3:52 am » in Econometric Discussions

Johansen Cointegration test on Eviews 4.1
by Joyce » Sun May 24, 2015 8:20 pm » in EViews 5 and Earlier

ARDL model
by Panospaleos » Sun May 24, 2015 6:07 pm » in Econometric Discussions

hsiao test (2003) heterogeneity in panel data
by Mya » Sat May 23, 2015 2:04 am » in Estimation

Testing over/underreaction to negative/positive shocks
by Manasaca » Fri May 22, 2015 3:20 pm » in Programming

Pooled Mean Group Estimator-Manually
by econworker » Fri May 22, 2015 3:02 am » in Estimation

Ordered Probit Estimation
by Artur Patricio » Thu May 21, 2015 8:27 am » in Estimation

Simple(r) GDP forecasting for the student?
by jackmacquarie » Thu May 21, 2015 6:24 am » in Econometric Discussions

Cholesky decomposition in VARs and SVARs
by Jandh » Thu May 21, 2015 1:21 am » in Econometric Discussions

Heteroskedasticity and normalisation tests
by dtideman » Mon May 18, 2015 11:04 am » in Econometric Discussions

Kalman filter: correct estimation of time-varying regression
by Yohan » Sun May 17, 2015 12:35 pm » in Econometric Discussions

johansen juselius cointegration test
by ng yueh shiun » Sun May 17, 2015 12:06 am » in Econometric Discussions

Control variable?!
by iboha » Sat May 16, 2015 5:24 am » in Econometric Discussions

Seasonally Adjust data that is already a log
by dtideman » Sat May 16, 2015 2:50 am » in Econometric Discussions

Interpreting the Impulse Response Function
by hannajo » Fri May 15, 2015 10:00 am » in Estimation

Log transformation
by 56437 » Thu May 14, 2015 10:49 pm » in Econometric Discussions

bivariable egarch add-in
by shuangqing » Thu May 14, 2015 6:29 pm » in Add-in Support

uses of uer specified in unit root test
by ng yueh shiun » Thu May 14, 2015 7:38 am » in Estimation

Interpreting Impulse Response Functions
by hannajo » Wed May 13, 2015 6:58 am » in Econometric Discussions

Cochrane Orcutt - specify the lags
by chts0002 » Wed May 13, 2015 3:49 am » in Econometric Discussions

Cutoff
by trubador » Wed May 13, 2015 1:07 am » in Add-in Support

Most of my variable are insignificant, what can i do? hurry
by Jenny0917 » Tue May 12, 2015 7:33 am » in Econometric Discussions

.control command
by sxmn001 » Mon May 11, 2015 9:05 am » in Programming

ADF test SIC
by epeter » Mon May 11, 2015 8:53 am » in Econometric Discussions