Hi all,
Could you please tell me how to estimate VAR model using WLS method (weighted least squares) in EVIEWS?
Is there any command?
Thanks in advance.
Search found 8 matches
- Mon Apr 20, 2015 5:01 am
- Forum: Estimation
- Topic: WLS method in VAR
- Replies: 0
- Views: 1733
- Mon Apr 20, 2015 1:44 am
- Forum: Estimation
- Topic: Removing Heteroscedasticity Problem from VAR Model
- Replies: 0
- Views: 1721
Removing Heteroscedasticity Problem from VAR Model
Dear members,
I need help please..
How to remove heteroscedasticity problem from VAR model using Eviews?
I would be very thankful if you could help me.
I need help please..
How to remove heteroscedasticity problem from VAR model using Eviews?
I would be very thankful if you could help me.
- Mon Apr 13, 2015 1:41 pm
- Forum: Data Manipulation
- Topic: separate positive and negative returns (Granger Causality)
- Replies: 5
- Views: 4270
Re: separate positive and negative returns (Granger Causalit
How can I write it please in Eviews?
- Sun Apr 12, 2015 2:12 am
- Forum: Data Manipulation
- Topic: separate positive and negative returns (Granger Causality)
- Replies: 5
- Views: 4270
Re: separate positive and negative returns (Granger Causalit
Thanks for your answers
It works and i created 2 variables (positive and negative returns).
Now, should I consider them as endogenous or exogenous variables?
Thanks in advance
It works and i created 2 variables (positive and negative returns).
Now, should I consider them as endogenous or exogenous variables?
Thanks in advance
- Sat Apr 11, 2015 2:49 am
- Forum: Data Manipulation
- Topic: separate positive and negative returns (Granger Causality)
- Replies: 5
- Views: 4270
separate positive and negative returns (Granger Causality)
Dear members, Please help.. I want to test granger causality between 2 variables (CT and SP returns) in Eviews using VAR, just like this example.. I want to separate the positive and negative returns. How can I do it with Eviews? Is there a special command for this? I would greatly appreciate it if ...
- Fri Dec 05, 2014 3:53 am
- Forum: Econometric Discussions
- Topic: Correlation across quantiles
- Replies: 0
- Views: 1637
Correlation across quantiles
Hi, I need to estimate correlation between 2 variables across top quantiles of volatility (FXV)... I want to show how correlation is related to volatility's level.. in the example shown below, the correlation coefficients for the 8 top volatility quantiles are significantly higher than the correlati...
- Thu Oct 16, 2014 1:58 am
- Forum: Estimation
- Topic: Generalized Pareto Distribution (GPD)
- Replies: 0
- Views: 2047
Generalized Pareto Distribution (GPD)
Hi all ;
Could you please help me?
I need to know how to run Generalized Pareto Distribution (GPD).
i will be grateful for any help.
Thanks in advance.
Could you please help me?
I need to know how to run Generalized Pareto Distribution (GPD).
i will be grateful for any help.
Thanks in advance.
- Tue Oct 14, 2014 7:04 am
- Forum: Estimation
- Topic: Hill plot
- Replies: 0
- Views: 1889
Hill plot
Hi all :) ;
Could you please help me?
I need to know how to make Hill plot in Eviews 7.
Thanks in advance.
Could you please help me?
I need to know how to make Hill plot in Eviews 7.
Thanks in advance.
