STAR*
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Re: STAR*
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
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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- Posts: 1
- Joined: Wed Jul 04, 2018 7:14 pm
Re: STAR*
NicolasR wrote:Hi Louisa,
For the example 1, after installing the add-in just entee in the command window:Code: Select all
vector(11) sv=1
z.star(variables=x x(-1) x(-2),transition=x(-1),lstr,evaluation,sv=sv)
¿Which version of Eviews are you using? ¿Of which fields to fill do you have questions? all of them are explained if the pdf.
Dear Nicolas, thanks for the STAR* add ins! I am having a problem with adding lags. What is right code of adding 10 lags? I used x(-1 to -10) but I get a mistake massage. Best regards.
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