STAR*

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

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mrhode8
Posts: 2
Joined: Wed Aug 16, 2017 1:58 pm

Re: STAR*

Postby mrhode8 » Tue Oct 10, 2017 7:43 am

Is it possible to not include an intercept term? Some papers I've read that use daily data, suggest an intercept in both the linear and non-linear parts of this model are not needed because of the frequency.

NicolasR
Posts: 81
Joined: Mon Nov 04, 2013 6:22 pm
Location: Here

Re: STAR*

Postby NicolasR » Wed Oct 11, 2017 11:10 am

Hi,

I have design the add-in in such a way that the intercept must be included in the model. But you can easily do that in the STAR EViews 10 procedure.

Good luck!

Sekanda8
Posts: 1
Joined: Mon Dec 11, 2017 10:20 am

Re: STAR*

Postby Sekanda8 » Mon Dec 11, 2017 10:46 am

Dear Nicolas,

I am writing my master thesis in financial economics and I am using the logistic smooth transition regression model in a factor model. I downloaded your add-in. When i use it via the window of my dependent variable or I use the command that I can find in your pdf, I only obtained scalars (with one value of 1 or 0 ) for the estimation and evaluation parts. I was wondering if you could help me with that.

These are the commands I tried to use:

exc1.star(variables= unffr mktrf ,transition=mpu,lstr,evaluation,sv=sv)
exc1.star(variables= unffr mktrf mpu ,transition=mpu,lstr,evaluation,sv=sv)


Many thanks.

Ghezal


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