Search found 4 matches

by EValpha2015
Thu May 14, 2015 5:16 am
Forum: Suggestions and Requests
Topic: ARDL bound test
Replies: 19
Views: 42588

Re: ARDL bound test

Dear Gareth, You can add in “Trend specification” 2 additional options. So “Trend specification” menu will have the following options: 1. None 2. Restricted constant (level) 3. Unrestricted constant (level) 4. Restricted liner trend 5. Unrestricted liner trend This “design” is somewhat similar to th...
by EValpha2015
Wed May 13, 2015 6:05 am
Forum: Suggestions and Requests
Topic: ARDL bound test
Replies: 19
Views: 42588

Re: ARDL bound test

Dear Gareth, I will try to consider the simplest ARDL model with two variables (y and x) and two lags. The most general unrestricted model transformed into error correction form to perform PSS bounds test is as follows: Dy(t)=a(0)+a(1)t+a(2)y(t-1)+a(4)x(t-1)+a(5)Dy(t-1)+a(6)Dx(t)+a(7)Dx(t-1)+u(t). I...
by EValpha2015
Mon May 11, 2015 5:48 am
Forum: Bug Reports
Topic: Zero line (background) is not visible
Replies: 1
Views: 3257

Zero line (background) is not visible

Dear EViews team,
It seems that in EV-9 (and the latest upgrade of EV-8.1) a zero line in graphs is not visible if set backgroung, only foreground line is displayed. Hope that it is easy to fix it, thank you!
by EValpha2015
Mon May 11, 2015 5:43 am
Forum: Suggestions and Requests
Topic: ARDL bound test
Replies: 19
Views: 42588

ARDL bound test

Dear Eviews team, Implementation ARDL long run analysis and PSS bound test in Eviews 9 seems to be very useful. Unfortunately, this procedure in Eviews is incomplete and in several cases may be misleading. In Pesaran, Shin, and Smith (2001), five different cases are considered with appropriate criti...

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