Search found 8 matches
- 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.
- 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...
- 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...
- 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...
- 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...
- 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
- 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
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
- 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...