Eviews code for Panel threshold of Hansen

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gordeza
Posts: 10
Joined: Mon Jan 05, 2009 11:10 pm

Eviews code for Panel threshold of Hansen

Postby gordeza » Fri Jul 29, 2011 6:40 am

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

startz
Non-normality and collinearity are NOT problems!
Posts: 3537
Joined: Wed Sep 17, 2008 2:25 pm

Re: Eviews code for Panel threshold of Hansen

Postby startz » Fri Jul 29, 2011 6:55 am

You can run Matlab or R code from EViews, if you have Matlab or R installed in your computer.

licurici
Posts: 1
Joined: Tue May 01, 2012 5:49 am

Re: Eviews code for Panel threshold of Hansen

Postby licurici » Tue May 01, 2012 9:04 am

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!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12420
Joined: Tue Sep 16, 2008 5:38 pm

Re: Eviews code for Panel threshold of Hansen

Postby EViews Gareth » Tue May 01, 2012 9:32 am

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.
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poya_p
Posts: 1
Joined: Tue Feb 12, 2013 4:31 am

Eviews code for Panel threshold of Hansen

Postby poya_p » Tue Feb 12, 2013 5:16 am

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12420
Joined: Tue Sep 16, 2008 5:38 pm

Re: Eviews code for Panel threshold of Hansen

Postby EViews Gareth » Tue Feb 12, 2013 8:43 am

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
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eisamabodian
Posts: 13
Joined: Tue Aug 05, 2014 3:50 am

Re: Eviews code for Panel threshold of Hansen

Postby eisamabodian » Fri Oct 02, 2015 6:22 am

Hi friends.
I want to know does any body knows
How we can run a dynamic threshold panel approach?


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