Search found 8 matches

by nesreen
Wed Mar 24, 2021 9:01 am
Forum: Estimation
Topic: Markov switching regression - different estimates each run
Replies: 7
Views: 5157

Re: Markov switching regression - different estimates each run

Thank you both so much for your help.
by nesreen
Tue Mar 23, 2021 6:28 pm
Forum: Estimation
Topic: Markov switching regression - different estimates each run
Replies: 7
Views: 5157

Re: Markov switching regression - different estimates each run

Thank you again for your prompt reply. I read the manual again and found the point you are referring to "if you attempt to replicate the estimation using the default settings, you may obtain different results due to the different set of random starting values. You may use the random number gene...
by nesreen
Tue Mar 23, 2021 8:10 am
Forum: Estimation
Topic: Markov switching regression - different estimates each run
Replies: 7
Views: 5157

Re: Markov switching regression - different estimates each run

Hello, Thank you for your prompt reply. kindly find the attached workfile. Every-time I estimate the equation using Markov switching method, I end up with different coefficient estimates as well as different significance. First, I estimated eq1 using OLS (eq1ols) then estimated it using Markov switc...
by nesreen
Fri Mar 19, 2021 7:21 pm
Forum: Estimation
Topic: Markov switching regression - different estimates each run
Replies: 7
Views: 5157

Markov switching regression - different estimates each run

Hello, I am using Eviews 11 university edition on mac and estimating a Markov switching regression model using Switchreg-Switching regression method. I keep getting different estimates (and significance levels) every time I re-estimate the regression equation using same data, knowing that I am selec...
by nesreen
Fri Feb 12, 2021 6:55 pm
Forum: Data Manipulation
Topic: Seasonal adjustment in Eviews 11 installed on mac
Replies: 1
Views: 8238

Seasonal adjustment in Eviews 11 installed on mac

Hi All, I am using Eviews 11 university edition on mac, the seasonal adjustment feature, however, is not working. Every time i try to use it (proc/seasonal adjustment/census x13) eviews displays this message "unable to execute x-13.exe" and when i try to use any of the other seasonal adjus...
by nesreen
Sun Jul 13, 2014 11:14 pm
Forum: Estimation
Topic: confidence band in impulse response function
Replies: 3
Views: 3558

Re: confidence band in impulse response function

sorry for the disturbance again, my question is whether this +- 2 band is interpreted as 90 or 95% confidence level? since some papers write 90 while others write 95.. so how can I know that and how can I change it from 90 to 95 and vice versa? Thank you
by nesreen
Sat Jul 12, 2014 8:51 pm
Forum: Estimation
Topic: confidence band in impulse response function
Replies: 3
Views: 3558

confidence band in impulse response function

Hi All,

I am using Eviews 8 to estimate a Var Model, in impulse response graph, Does the two dashed lines in each panel represent 95% confidence band or 90%? and how can i know that?

would really appreciate a prompt response,

Thank you
by nesreen
Fri Jul 11, 2014 9:37 am
Forum: Econometric Discussions
Topic: Determine lag length in VAR model
Replies: 0
Views: 2713

Determine lag length in VAR model

Dear All, I am running a 4 variable VAR using monthly data (117 observations) . In determining the lag length to be used in the model: 1- I started with a maximum lag length equals 12, 2- Run VAR in levels for each lag; starting with lag 1 12 and moving backwards 1 11 and so on. 3- Find Akaiake (AIC...

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