Search found 8 matches

by Nour88
Mon Apr 20, 2015 5:01 am
Forum: Estimation
Topic: WLS method in VAR
Replies: 0
Views: 1733

WLS method in VAR

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.
by Nour88
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.
by Nour88
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?
by Nour88
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
by Nour88
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 ...
by Nour88
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...
by Nour88
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.
by Nour88
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.

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