LDVHAC

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.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

LDVHAC

Postby EViews Esther » Tue Sep 14, 2010 11:12 am

This thread is about the LDVHAC add-in that calculates heteroskedasticity and autocorrelation consistent (HAC) standard errors for limited dependent models such as probit and logit.

[Change log]
2011/05/23 Changed bandwidth options (E.g. User-specified bandwidth has no default value).

ramzan
Posts: 21
Joined: Sat Oct 30, 2010 9:34 am

Re: LDVHAC

Postby ramzan » Thu Nov 11, 2010 8:27 am

how to use theses add-inns

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: LDVHAC

Postby EViews Esther » Thu Nov 11, 2010 9:13 am

Inference in models which contain autocorrelation and/or heteroskedasticity of unknown form requires
covariance matrix estimators that can consistently estimate the covariance of the model parameters.

This add-in will provide you suitable heteroskedasticity and autocorrelation consistent (HAC) estimators.

To apply the add-in, you can take the following steps.
(1) Download *LDVHAC*
(2) Click *Add-ins* button
(3) Click *HAC covariance matrix calculation for LDV models*

ramzan
Posts: 21
Joined: Sat Oct 30, 2010 9:34 am

Re: LDVHAC

Postby ramzan » Fri Nov 12, 2010 8:24 am

there is no add-inns menu and i have Eviews 7

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: LDVHAC

Postby trubador » Fri Nov 12, 2010 8:35 am

ramzan wrote:i have Eviews 7

viewtopic.php?f=23&t=2122#p7174

KarinL
Posts: 25
Joined: Thu Feb 03, 2011 8:45 am

Re: LDVHAC

Postby KarinL » Wed Mar 09, 2011 5:31 am

Hello,
I just stumbled across the range of add-ons provided for eviews7.
For what object is this add-on intended?
I'm estimating a specific garch -model by MLE, i.e. using a LOGL object and would like to estimated robust t-stats with HAC standard errors.
Is this add-on applicable for my case?
Thanks in advance.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11412
Joined: Tue Sep 16, 2008 5:38 pm

Re: LDVHAC

Postby EViews Gareth » Wed Mar 09, 2011 8:55 am

This Add-in is for equation objects - i.e. estimation using the built in probit/logit procedures.
Follow us on Twitter @IHSEViews

KarinL
Posts: 25
Joined: Thu Feb 03, 2011 8:45 am

Re: LDVHAC

Postby KarinL » Wed Mar 09, 2011 9:26 am

ah, ok. So, then there is no way to use the add-in in my particular case?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11412
Joined: Tue Sep 16, 2008 5:38 pm

Re: LDVHAC

Postby EViews Gareth » Wed Mar 09, 2011 9:31 am

Indeed.
Follow us on Twitter @IHSEViews


Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 3 guests