Search found 12 matches
- Sun Aug 31, 2014 3:42 am
- Forum: Econometric Discussions
- Topic: Markov Switching Regimes
- Replies: 0
- Views: 2884
Markov Switching Regimes
Hi All, I have one pending question about finding the transition probabilities in the Markov Switching method. I know that Eviews 8 has this function, but since the latest version I have is Eviews 7, I'm trying to do this method in excel (my God i hope this is possible). My question is, how does one...
- Mon Jun 23, 2014 9:20 pm
- Forum: Econometric Discussions
- Topic: Make graph: error
- Replies: 0
- Views: 2435
Make graph: error
Dear All, First, I'm trying to compare the baseline and scenario forecasts from VAR model using graph. However when I tried to make the graph (proc>make graph), a certain error came out and i don't know how to treat this. The endogenous variables that I'm aware of is rgdp and rgdp_1. Not sure how rg...
- Fri Jun 13, 2014 12:55 am
- Forum: Econometric Discussions
- Topic: Synthetic Control Method
- Replies: 0
- Views: 3096
Synthetic Control Method
Hi All, I came across this journal http://www.hks.harvard.edu/fs/aabadie/ccsp.pdf which basically uses Synthetic Control Method (SCM) to estimate the difference between the impact on a variable when an event happens versus when it does not happen (well at least this is how i understand it). Another ...
- Tue Jun 03, 2014 5:46 am
- Forum: Econometric Discussions
- Topic: Variance Decomposition
- Replies: 0
- Views: 2839
Variance Decomposition
Hi All, I just need confirmation with variance decomposition results. First of all, I took the RGDP time series in absolute number (in millions). The variance compo that I've got looks like the file i've attached here. Just wondering do the standard error make sense? I'm having a bit of doubts since...
- Mon May 26, 2014 6:25 pm
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Result Interpretation
- Replies: 14
- Views: 59628
Re: Johansen Cointegration Result Interpretation
Hi Nishant, Thank you very much for your response! Yup I've been exploring the videos on youtube, some are pretty straightforward and easy to understand (Godbless these people). However I've noticed that most of the examples resulted in the same conclusion for max eigenvalue and trace tests. What if...
- Mon May 26, 2014 7:56 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Result Interpretation
- Replies: 14
- Views: 59628
Re: Johansen Cointegration Result Interpretation
Hello All,
I'm also having the same problem. Not sure how to interpret this
Appreciate if anyone can help.
Thanks.
I'm also having the same problem. Not sure how to interpret this
Appreciate if anyone can help.
Thanks.
- Tue May 20, 2014 5:59 am
- Forum: Econometric Discussions
- Topic: When to use VAR/VECM
- Replies: 2
- Views: 10122
Re: When to use VAR/VECM
Hello,
Now I get. thanks much!
Now I get. thanks much!
- Tue May 13, 2014 11:18 pm
- Forum: Econometric Discussions
- Topic: When to use VAR/VECM
- Replies: 2
- Views: 10122
When to use VAR/VECM
Hi All, I am a bit confused on when to use VAR or VECM. Is this decision dependent on the unit root test? Let say I have dependent variable Y and independent variable X where each is stationary at I(1), which model should I use? And when is the right time to use Toda Yamamoto? Thanks in advance. Reg...
- Mon Apr 28, 2014 7:41 am
- Forum: Estimation
- Topic: Obtaining robust standard error in Eviews 7
- Replies: 1
- Views: 3651
Obtaining robust standard error in Eviews 7
Hi All, Need help with some basic question. When you estimate a model using OLS you can get the usual standard error. But how do you get the robust standard error in Eviews 7? I think if in Eviews 8 you can change the method in the equation estimation pop up (correct me if i'm wrong). But how do you...
- Sat Apr 12, 2014 4:14 pm
- Forum: Econometric Discussions
- Topic: Dummy variables: Generate separate equation
- Replies: 4
- Views: 5902
Re: Dummy variables: Generate separate equation
Yup got it. Thanks!!
- Sat Apr 12, 2014 4:10 pm
- Forum: Econometric Discussions
- Topic: Dummy variables: Generate separate equation
- Replies: 4
- Views: 5902
Re: Dummy variables: Generate separate equation
Hi startz thanks for the response.
Forgot to mention that I've been given male series which has 1s and 0s in it.
Does this mean that I have to create another variable like men etc?
Thanks again!
Forgot to mention that I've been given male series which has 1s and 0s in it.
Does this mean that I have to create another variable like men etc?
Thanks again!
- Sat Apr 12, 2014 3:45 pm
- Forum: Econometric Discussions
- Topic: Dummy variables: Generate separate equation
- Replies: 4
- Views: 5902
Dummy variables: Generate separate equation
Hi All, My question involves how to generate separate equations for men and women (men=1, women=0) First, I have been given a standard regression equation of interests which looks like this: sleep = B0 + B1*totwrk + B2*educ + B3*age + B4*age^2 + B5*yngkid + u And then I am asked to generate separate...
