Hi startz,
Thanks for the info. It is running well now :D
Search found 6 matches
- Wed Dec 09, 2015 10:27 pm
- Forum: Estimation
- Topic: Separate regression based on categorical variable
- Replies: 2
- Views: 3010
- Wed Dec 09, 2015 4:53 am
- Forum: Estimation
- Topic: Separate regression based on categorical variable
- Replies: 2
- Views: 3010
Separate regression based on categorical variable
Hi, I would like to ask if there is any command to run separate regressions based on a categorical variable. For example, I have a categorical variable GENDER with 1 = male and 0 = female. I would like to generate a regression only with male data and a separate one only with female data. Is there a ...
- Wed Aug 12, 2015 11:24 pm
- Forum: Econometric Discussions
- Topic: Covariance between cross sections in panel data?
- Replies: 0
- Views: 1867
Covariance between cross sections in panel data?
Hi, I am currently using panel data to run a GARCH estimation by programming it myself with Eviews 9. However, I am currently having problems trying to specify my covariance equation. I have seen examples such as cov=@cov(y1-mu(1),y2-mu(2)) cov=@cor(y1,y2)*@sqrt(@var(y1)*@var(y2)) However, these onl...
- Tue Jun 30, 2015 10:09 pm
- Forum: Programming
- Topic: Help needed with panel GARCH program
- Replies: 4
- Views: 4615
Re: Help needed with panel GARCH program
Alright, I'll work on it. Once again, many thanks, Gareth. :D
- Tue Jun 30, 2015 8:57 pm
- Forum: Programming
- Topic: Help needed with panel GARCH program
- Replies: 4
- Views: 4615
Re: Help needed with panel GARCH program
Thank you so much, EViews Gareth. I am able to run the program now after correcting the samples. However, the output has a "warning: singular covariance - coefficients are not unique" message. Is this problem due to programming or is it associated to the data?
- Mon Jun 29, 2015 11:15 pm
- Forum: Programming
- Topic: Help needed with panel GARCH program
- Replies: 4
- Views: 4615
Help needed with panel GARCH program
Hi, I am currently a student attempting to conduct a volatility test on the bond prices of five different countries. Consequently, I am trying to conduct a panel GARCH analysis on the prices which unfortunately, is not yet available in EViews8. As a result, I attempted to write a GARCH program hopin...
