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Eviews code for Panel threshold of Hansen

Posted: Fri Jul 29, 2011 6:40 am
by gordeza
Hi friends,
I need some help with the Eviews codes for the following two papers by Hansen (1999) and Hansen & Seo (2002).
Alternatively, as Hansen has posted codes in Gauss, Matlab and R, is there any way to translate these codes so that Eviews can run them?
I am so sorry if this seems straightforward to some of you. I just need some help on this.
I'm using Eviews 7.2 and below are the papers I refered to above.
Thank so much in advance.

"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368.
"Testing for two-regime threshold cointegration in vector error correction models," Journal of Econometrics, (2002), 110, 293-318

Re: Eviews code for Panel threshold of Hansen

Posted: Fri Jul 29, 2011 6:55 am
by startz
You can run Matlab or R code from EViews, if you have Matlab or R installed in your computer.

Re: Eviews code for Panel threshold of Hansen

Posted: Tue May 01, 2012 9:04 am
by licurici
Hello,

How can i run R code from EViews?
I want to estimate a STAR model and i found some R code and i don't know how to run the R code in EViews 7.
Can anyone help me?
Thank you!

Re: Eviews code for Panel threshold of Hansen

Posted: Tue May 01, 2012 9:32 am
by EViews Gareth
It is quite well documented in the manual. However, essentially, once R has been set up to work alongside EViews, you use the xopen command to open up a connection to R, then xput to send your data across, xrun to run a command in R, and xget to retrieve the results.

Eviews code for Panel threshold of Hansen

Posted: Tue Feb 12, 2013 5:16 am
by poya_p
I have written this program to thershold panel but it dosnt work.
pleas help me to find and solve the problem.

smpl @all
scalar mine2=1000000
scalar threshold=2000
for !i=1 to !i=5 step 0.1
equation p1.ls(f) y c x z n*(n>!i) n*(n<!i)
if p1.@ssr<mine2 then
mine2=p1.@ssr
!threshold=!i
endif
next
show threshold

Re: Eviews code for Panel threshold of Hansen

Posted: Tue Feb 12, 2013 8:43 am
by EViews Gareth

Code: Select all

for !i=1 to !i=5 step 0.1

should be

Code: Select all

for !i=1 to 5 step 0.1

Re: Eviews code for Panel threshold of Hansen

Posted: Fri Oct 02, 2015 6:22 am
by eisamabodian
Hi friends.
I want to know does any body knows
How we can run a dynamic threshold panel approach?