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Max25 Just a little more thought on my previous contribution. I guess the graph is just one member of the panel and you propose to model all members demonstrating similar behaviour Suggest the following - no detailed experience to guage suitability of these. (i) Analyse each series as a (G)ARCH. thi...

kipfilet The attached code (using ev5) may help you make progress. It does the same chow breaktest over and over. You can see that you have to work a bit harder ( I,ve not done it here) to supply the changing breakpoint date and the date has to imply sufficient observations in the earlier and later ...

i use daily data over 10 funds, create a panel, and apply some variables including a dummy that is 1 over the recent financial crisis period. http://imgur.com/fkftc.jpg Max25 Just a quick reaction based on graph and quote. Is it the case that the dummy is an expression of a different mean in the se...

Gareth, Many thanks for your correction - duly acknowledged! Ironically it was the erroneous thought embedded in the your quote of my message that was the inspiration for the method. It also indicates the simple corrections needed (code attached) which give 100% conformity with the 'trubador' algori...

Error acknowledged - thanks Gareth - update in cited section.
Gerald

Becca88222 can I only use the numbers 0 and 1 or can I have 4 different education levels (college, advanced, high, junior) and number them 0,1,2,3 respectively? You can certainly do this as far as OLS is concerned. The issue is its interpretation. Implicitly you are saying that the effect of this ed...

I believe there to be a bug in the calculation of MAPE in the forecast evaluation option to .fit and .forecast. Further details are indicated in my posting in the Program repository section.
Gerald

Eviews can report on a number of forecast evaluation criteria but these are only available as options to the fit and forecast equation procedures. Typically the criteria are used to compare regression-based forecasts with those obtained from other methods but these methods may also be implemented in...

kerenc, The equation system you define is effectively that of a panel data generation process (DGP) in which the unobservable fixed effects are represented by 'sector' specific intercepts and with common observable 'environment' independent variables. This model is implemented in Eviews using the PO...

Kerenc As a followup from my earlier message see the attached code. It shortens your variable names to y(1 2 3) and z(1 2 3) respectively. Note also that whilst the regressions eq1 that you specified were with un-transformed variables so that the intercept term should have been specified whereas in ...

when I'm running a program with 3 equations to calculate the Z scores My interpretation of your question and the following code is that you wish to use the programming constructs to estimate a system of OLS regressions in which a number of depvars are regressed on a common set of indepvars but to r...