EViews.com

Hausman test
by stefanp » Mon Oct 05, 2015 6:02 am » in Estimation

Number of characters for a seriesobjects
by johansamuelsson » Sun Oct 04, 2015 9:41 pm » in Suggestions and Requests

SVAR Blanchard and Perotti methodology
by Enex » Sun Oct 04, 2015 4:33 pm » in Econometric Discussions

Co-integration is found, what there is no granger casuality
by pushp24feb » Thu Oct 01, 2015 7:20 am » in Econometric Discussions

Estimation GMM
by docamani » Tue Sep 29, 2015 4:29 am » in Econometric Discussions

Forward and backward stepwise selection - Panel data
by catherinebrunet2 » Thu Sep 24, 2015 9:02 am » in Econometric Discussions

Please help in 2sls estimation
by amina2795 » Tue Sep 22, 2015 6:00 am » in Econometric Discussions

Normalised IRF
by RDS » Tue Sep 22, 2015 4:00 am » in Programming

Heteroskedasticity and autocorrelation consistent estimator
by Melisandre » Fri Sep 18, 2015 5:11 am » in Econometric Discussions

Which model to use
by Alex26 » Thu Sep 17, 2015 5:07 am » in Econometric Discussions

Denton disaggregation method, VAR and Causality
by hermann » Thu Sep 17, 2015 1:58 am » in Econometric Discussions

Writing a Likelihood Function Attachment(s)
by irfanawan1 » Wed Sep 16, 2015 6:51 pm » in Programming

@hcat and @vcat in the help system
by mamo » Wed Sep 16, 2015 1:30 am » in Suggestions and Requests

Support year change (@pcy, @pchy) on bimontly workfiles
by fboralli » Tue Sep 15, 2015 1:14 pm » in Suggestions and Requests

Add overwrite option to graph.merge
by mamo » Tue Sep 15, 2015 3:51 am » in Suggestions and Requests

Coefficient interpretation in quantile regression
by eviewsuser2015 » Tue Sep 15, 2015 3:10 am » in Econometric Discussions

PDL lag length
by Bablowski » Tue Sep 15, 2015 2:02 am » in Econometric Discussions

Small sample regression robustness
by eviewsuser2015 » Mon Sep 14, 2015 10:24 am » in Econometric Discussions

Cross-Sectional Pooled Data Collected at varying time period Attachment(s)
by Alex_UCT » Sat Sep 12, 2015 12:38 pm » in Data Manipulation

Threshold cointegration and stationary data
by Roger&Young » Sat Sep 12, 2015 9:37 am » in Econometric Discussions

Data append one-to-many Attachment(s)
by adrian_d » Fri Sep 11, 2015 6:31 am » in Data Manipulation

GARCH system. Using stock prices to estimate default prob
by Trangdau » Tue Sep 08, 2015 6:42 am » in Econometric Discussions

Bridge equation
by Bablowski » Mon Sep 07, 2015 3:56 am » in Estimation

path related
by maxchen » Sat Sep 05, 2015 1:55 am » in Bug Reports

VECM-selection of cointegrating equations
by Javo » Fri Sep 04, 2015 8:34 am » in Econometric Discussions

Approximate string matching....
by CharlieEVIEWS » Wed Sep 02, 2015 12:27 pm » in Programming

interpretation markov regime switching. Urgent HELP!!!
by za gh » Sun Aug 30, 2015 5:21 am » in Estimation

coef covariance method - EV8
by H_Boss » Sat Aug 29, 2015 3:24 pm » in Econometric Discussions

If IN ARDL Model dependent variable is I(O) AND IV is I(1)
by sandhu.kiran » Sat Aug 29, 2015 7:15 am » in Econometric Discussions

Engle Granger and ECM?
by sbkb » Fri Aug 28, 2015 5:03 pm » in Econometric Discussions

Pedroni panel cointegration test
by Juus » Thu Aug 27, 2015 7:22 am » in Econometric Discussions

Estimating a model with timevarying parameter
by Donald » Thu Aug 27, 2015 2:20 am » in Estimation

Visualizing ECM
by nrai » Tue Aug 25, 2015 11:14 am » in Econometric Discussions

Test for heteroskedasticity for a panel data - random model
by cdsc » Sat Aug 22, 2015 2:01 pm » in General Information and Tips and Tricks

market risk Attachment(s)
by RamuneZ » Sat Aug 22, 2015 11:02 am » in Econometric Discussions

Forecast Evaluation of different models
by jugheadj » Fri Aug 21, 2015 4:47 am » in Econometric Discussions

On a notice of a data panel cointegration output (Pedroni)
by Salguod » Wed Aug 19, 2015 8:26 am » in Econometric Discussions

Resizing vectors - Middle Class Measures
by catherinebrunet » Wed Aug 19, 2015 5:57 am » in Data Manipulation

How to test if my panel is heterogeneous or homogeneous?
by lauritam » Wed Aug 19, 2015 2:09 am » in Estimation

Rank of cointegration using ARDL - EViews 9
by benjwin » Tue Aug 18, 2015 12:11 pm » in Econometric Discussions

overlay spike graph Attachment(s)
by maxchen » Sun Aug 16, 2015 7:47 pm » in Data Manipulation

duplicate id
by startz » Sun Aug 16, 2015 11:55 am » in Suggestions and Requests

quality of the bhhh-estimator in certain regions
by Yohan » Sat Aug 15, 2015 4:08 pm » in Econometric Discussions

How to choose the optimal ARIMA model
by Niema » Thu Aug 13, 2015 9:48 pm » in Econometric Discussions

Radical probability suggestion
by startz » Thu Aug 13, 2015 11:46 am » in Suggestions and Requests

Covariance between cross sections in panel data?
by wsjUNMC » Wed Aug 12, 2015 11:24 pm » in Econometric Discussions

Impulse response do not die down? Attachment(s)
by jacky6ch » Wed Aug 12, 2015 2:35 am » in Econometric Discussions

Confused in setting up the state space eqns Attachment(s)
by econguy » Mon Aug 10, 2015 1:12 pm » in Estimation

Garch, Kalman Filter estimation
by 24craigour » Fri Aug 07, 2015 1:21 am » in Estimation

Conflicting results of unit root test and AR root graph
by benjwin » Thu Aug 06, 2015 10:16 am » in Econometric Discussions