Estimation
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- EViews Gareth's list of useful threads and FAQs.
by EViews Gareth on Mon Feb 28, 2011 5:05 pm - 1 Replies
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- EViews Gareth's list of useful threads and FAQs.
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- Please indicate which version of EViews you are using
by EViews Gareth on Mon Dec 07, 2009 12:48 pm - 0 Replies
- 16115 Views
- Last post by EViews Gareth
on Mon Dec 07, 2009 12:48 pm
- Please indicate which version of EViews you are using
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- Welcome to the Estimation forum
by EViews Moderator on Tue Sep 16, 2008 6:21 pm - 0 Replies
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- Last post by EViews Moderator
on Tue Sep 16, 2008 6:21 pm
- Welcome to the Estimation forum
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- Estimating second-lag PAC coefficients through regression
by ssantic on Wed Jun 19, 2013 1:00 pm
- 0 Replies
- 5 Views
- Last post by ssantic
on Wed Jun 19, 2013 1:00 pm
- Estimating second-lag PAC coefficients through regression
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- Constant conditional correlation bivariate GARCH
by toninho on Thu Apr 15, 2010 2:16 pm - 3 Replies
- 817 Views
- Last post by trubador
on Wed Jun 19, 2013 12:09 am
- Constant conditional correlation bivariate GARCH
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- read me please! multinomial logit
by cocoabutter on Sat Mar 28, 2009 9:36 am - 7 Replies
- 2020 Views
- Last post by EViews Glenn
on Tue Jun 18, 2013 1:46 pm
- read me please! multinomial logit
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- how to modify the CD test code
by smseco on Mon Sep 12, 2011 8:18 am
- 7 Replies
- 426 Views
- Last post by EViews Glenn
on Tue Jun 18, 2013 10:33 am
- how to modify the CD test code
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- Outlier detection in Eviews 7?
by ssantic on Tue Jun 18, 2013 12:11 am - 2 Replies
- 37 Views
- Last post by ssantic
on Tue Jun 18, 2013 3:17 am
- Outlier detection in Eviews 7?
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- Newey West and Probit
by danielpark on Sat Jun 15, 2013 8:43 am - 1 Replies
- 82 Views
- Last post by EViews Glenn
on Mon Jun 17, 2013 11:41 am
- Newey West and Probit
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- Coefficient that vary over time and Quandt-Andrews Breakpoin
by katrin on Sat Jun 08, 2013 7:26 am - 1 Replies
- 65 Views
- Last post by katrin
on Sat Jun 15, 2013 2:44 am
- Coefficient that vary over time and Quandt-Andrews Breakpoin
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- How to input the ARMAX model in Eviews？
by forever12 on Thu Jun 13, 2013 1:43 am - 4 Replies
- 77 Views
- Last post by forever12
on Fri Jun 14, 2013 8:54 pm
- How to input the ARMAX model in Eviews？
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- How to do the BEKK Garch estimation in Eviews?
by RathChoi on Fri Jun 14, 2013 9:09 am - 0 Replies
- 55 Views
- Last post by RathChoi
on Fri Jun 14, 2013 9:09 am
- How to do the BEKK Garch estimation in Eviews?
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- ANCOVA Model Help
by Nouman on Tue Jun 11, 2013 11:12 pm - 2 Replies
- 51 Views
- Last post by Nouman
on Fri Jun 14, 2013 8:47 am
- ANCOVA Model Help
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- Probit: Heteroscedasticity, autocorrelation
by danielpark on Fri Jun 14, 2013 5:27 am - 0 Replies
- 30 Views
- Last post by danielpark
on Fri Jun 14, 2013 5:27 am
- Probit: Heteroscedasticity, autocorrelation
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- LRTEST
by wawataiji on Wed Jun 12, 2013 9:14 am
- 3 Replies
- 64 Views
- Last post by EViews Esther
on Thu Jun 13, 2013 8:54 am
- LRTEST
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- Eviews 6 - Panel with fixed effects and individual beta coef
by kevinC on Tue Jun 11, 2013 12:24 am - 2 Replies
- 65 Views
- Last post by kevinC
on Thu Jun 13, 2013 5:23 am
- Eviews 6 - Panel with fixed effects and individual beta coef
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- Diagonal VECH forecast
by elias41 on Wed Jun 12, 2013 8:47 am - 0 Replies
- 33 Views
- Last post by elias41
on Wed Jun 12, 2013 8:47 am
- Diagonal VECH forecast
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- TVP estimation
by Charweise on Mon May 20, 2013 9:00 am
- 7 Replies
- 155 Views
- Last post by nuramirah
on Tue Jun 11, 2013 7:51 pm
- TVP estimation
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- Multivariate Value at Risk with GARCH
by JustineFH on Wed Jun 05, 2013 7:39 pm - 4 Replies
- 95 Views
- Last post by trubador
on Tue Jun 11, 2013 1:27 am
- Multivariate Value at Risk with GARCH
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- Help me. Marginal effect calculation(logit)
by wawataiji on Sun Jun 09, 2013 10:48 am - 0 Replies
- 74 Views
- Last post by wawataiji
on Sun Jun 09, 2013 10:48 am
- Help me. Marginal effect calculation(logit)
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- Estimation Help
by Nouman on Sun Jun 09, 2013 1:17 am - 0 Replies
- 62 Views
- Last post by Nouman
on Sun Jun 09, 2013 1:17 am
- Estimation Help
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- Univariate Forecast
by mark.viduka on Fri Jun 07, 2013 3:09 pm
- 0 Replies
- 60 Views
- Last post by mark.viduka
on Fri Jun 07, 2013 3:09 pm
- Univariate Forecast
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- Forecast SE for pooled model
by kiber_master on Thu May 30, 2013 10:56 pm
- 9 Replies
- 121 Views
- Last post by EViews Gareth
on Fri Jun 07, 2013 10:47 am
- Forecast SE for pooled model
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- Instrument Summary
by frank_n on Thu Jun 06, 2013 5:09 pm - 2 Replies
- 56 Views
- Last post by frank_n
on Fri Jun 07, 2013 6:24 am
- Instrument Summary
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- How to estimate a random walk model?
1, 2by whitenoise on Sun Dec 21, 2008 10:57 am - 15 Replies
- 5996 Views
- Last post by startz
on Thu Jun 06, 2013 6:33 am
- How to estimate a random walk model?
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- Impulse response function in non-standard VAR
by DORNAS on Wed Jun 05, 2013 1:26 am - 1 Replies
- 58 Views
- Last post by EViews Gareth
on Wed Jun 05, 2013 7:54 am
- Impulse response function in non-standard VAR
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- Calculating marginal effects in Tobit with Eviews 7
by tanveer on Sun Jun 02, 2013 8:27 pm - 0 Replies
- 52 Views
- Last post by tanveer
on Sun Jun 02, 2013 8:27 pm
- Calculating marginal effects in Tobit with Eviews 7
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- Strange formula in pooled model
by kiber_master on Tue Apr 02, 2013 8:10 am
- 5 Replies
- 231 Views
- Last post by kiber_master
on Thu May 30, 2013 9:55 pm
- Strange formula in pooled model
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- MGARCH Diagonal BEKK results & Volatility spillovers
1, 2 by Kalec on Wed Aug 26, 2009 8:57 am
- 18 Replies
- 1098 Views
- Last post by trubador
on Thu May 30, 2013 2:20 pm
- MGARCH Diagonal BEKK results & Volatility spillovers
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- simple OLS regression- F-statistic is not reported
1, 2, 3 by gobbble on Wed Aug 01, 2012 1:00 pm
- 31 Replies
- 1409 Views
- Last post by devi.lupita
on Tue May 28, 2013 7:58 pm
- simple OLS regression- F-statistic is not reported
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- Panel data: sample selection, cross section and period
by mfb on Mon May 27, 2013 6:27 am - 1 Replies
- 65 Views
- Last post by EViews Glenn
on Tue May 28, 2013 9:32 am
- Panel data: sample selection, cross section and period
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- About Eliminating Insignificant Variables
by kinon902003 on Mon May 27, 2013 9:32 pm - 1 Replies
- 61 Views
- Last post by EViews Gareth
on Tue May 28, 2013 8:21 am
- About Eliminating Insignificant Variables
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- A Question about Forecasting
by kinon902003 on Mon May 27, 2013 4:11 am - 2 Replies
- 77 Views
- Last post by kinon902003
on Mon May 27, 2013 8:42 pm
- A Question about Forecasting
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- Fixed effect dummies in panel VAR....HELP!!!
by varprob on Fri May 24, 2013 6:41 am - 5 Replies
- 138 Views
- Last post by startz
on Mon May 27, 2013 9:00 am
- Fixed effect dummies in panel VAR....HELP!!!
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- Urgent help please: Smooth Transition VAR...
by yamakashici on Sun Feb 05, 2012 8:33 am - 1 Replies
- 555 Views
- Last post by agnip
on Sat May 25, 2013 8:42 am
- Urgent help please: Smooth Transition VAR...
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- Providing a range of values to coef in a state-space model
by maragloria on Fri May 24, 2013 1:45 pm
- 2 Replies
- 76 Views
- Last post by maragloria
on Fri May 24, 2013 4:59 pm
- Providing a range of values to coef in a state-space model
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- Generalised Impulse Response Functions and Variance Decomp
by jamest on Mon Oct 17, 2011 7:46 am - 9 Replies
- 1489 Views
- Last post by nicktz
on Fri May 24, 2013 3:12 am
- Generalised Impulse Response Functions and Variance Decomp
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- how to estimate realized volatility using intraday data
by james123 on Fri Apr 05, 2013 2:56 pm
- 2 Replies
- 243 Views
- Last post by trubador
on Thu May 23, 2013 3:34 am
- how to estimate realized volatility using intraday data
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- panel estimation, robust least squares, heteroskedasticity
by Wouter van der Stee on Wed May 22, 2013 9:03 am - 2 Replies
- 94 Views
- Last post by Wouter van der Stee
on Wed May 22, 2013 9:44 am
- panel estimation, robust least squares, heteroskedasticity
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- Problem with fixed effects estimation 'near singular matrix'
by gizmo on Sun May 30, 2010 3:44 am
- 4 Replies
- 1571 Views
- Last post by startz
on Wed May 22, 2013 6:27 am
- Problem with fixed effects estimation 'near singular matrix'
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- FIXED EFFECT regressions
by lorenzoruggeri on Mon Apr 29, 2013 9:32 am
- 7 Replies
- 285 Views
- Last post by startz
on Tue May 21, 2013 3:20 pm
- FIXED EFFECT regressions
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- Heteroskedacity in VECM Model. How to include robust s.error
by Alaska21 on Tue May 21, 2013 8:49 am - 4 Replies
- 87 Views
- Last post by Alaska21
on Tue May 21, 2013 9:05 am
- Heteroskedacity in VECM Model. How to include robust s.error
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- Impulse response help
by Merit on Mon May 20, 2013 2:48 am - 1 Replies
- 106 Views
- Last post by Merit
on Mon May 20, 2013 1:10 pm
- Impulse response help
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- Dynamic conditional correlation multivariate GARCH
1, 2 by kpukthua on Mon Mar 16, 2009 10:22 pm
- 28 Replies
- 14732 Views
- Last post by nicktz
on Mon May 20, 2013 7:45 am
- Dynamic conditional correlation multivariate GARCH
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- [Question/Eviews 6]Johansen Cointegration Test Lag intervals
by sunbright on Thu May 16, 2013 10:34 am - 0 Replies
- 110 Views
- Last post by sunbright
on Thu May 16, 2013 10:34 am
- [Question/Eviews 6]Johansen Cointegration Test Lag intervals
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- Urgent help needed!
by lurasa on Mon May 13, 2013 12:54 pm - 2 Replies
- 120 Views
- Last post by biko
on Thu May 16, 2013 6:32 am
- Urgent help needed!
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- How to convert a categorical variable into dummies
by neophytosk on Wed May 15, 2013 4:40 pm - 3 Replies
- 125 Views
- Last post by startz
on Thu May 16, 2013 6:19 am
- How to convert a categorical variable into dummies
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- Regression output storing as new series
by CF4_1899 on Tue May 14, 2013 11:34 am - 6 Replies
- 103 Views
- Last post by EViews Gareth
on Wed May 15, 2013 8:10 am
- Regression output storing as new series
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- Calculation of half-life for a panel unit root
by orsa_k on Wed May 15, 2013 5:16 am - 0 Replies
- 71 Views
- Last post by orsa_k
on Wed May 15, 2013 5:16 am
- Calculation of half-life for a panel unit root
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- varience/covarience matrix of error of VAR
by alps on Tue May 14, 2013 3:04 pm - 1 Replies
- 62 Views
- Last post by EViews Gareth
on Tue May 14, 2013 3:32 pm
- varience/covarience matrix of error of VAR
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- including 11 month dummy variables into a VAR eq
by alps on Tue May 14, 2013 1:17 pm - 2 Replies
- 84 Views
- Last post by alps
on Tue May 14, 2013 1:23 pm
- including 11 month dummy variables into a VAR eq
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- recursive cointegration test
by james123 on Mon May 13, 2013 11:59 am - 0 Replies
- 54 Views
- Last post by james123
on Mon May 13, 2013 11:59 am
- recursive cointegration test
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- [Urgent]How to estimate marginal effects at means in Probit?
by bengal007 on Mon Mar 26, 2012 11:12 am - 10 Replies
- 1322 Views
- Last post by EViews Glenn
on Mon May 13, 2013 10:48 am
- [Urgent]How to estimate marginal effects at means in Probit?
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