Search found 479 matches

by dakila
Tue Feb 20, 2024 5:17 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 39
Views: 93258

Re: Sign Restricted VAR

No.
by dakila
Sat Feb 10, 2024 10:47 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 39
Views: 93258

Re: Sign Restricted VAR

You can't identify multiple shocks for the srvar add-in.
by dakila
Wed Jan 17, 2024 5:26 pm
Forum: Add-in Support
Topic: scaled IRF in SVAR
Replies: 2
Views: 5521

Re: scaled IRF in SVAR

Could you post the data file? I will try to fix it.
by dakila
Thu Dec 21, 2023 11:23 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 107
Views: 1995232

Re: FAVAR add-in

Hi there,

I will update it to fix the compatibility issue soon.
by dakila
Thu Nov 09, 2023 8:32 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 49
Views: 188303

Re: Large Bayesian VAR

It works perfectly for Eviews 12-13.
by dakila
Mon Oct 09, 2023 4:47 pm
Forum: Add-in Support
Topic: SRVAR Error
Replies: 6
Views: 43517

Re: SRVAR Error

Command to execute zero restriction is zvar (e.g. zvar=bgcr). If you using dialog box you don't need create a sign restriction vector. Just put a sign index of variables with comma on the sign restriction vector box (e.g. put this +1,+2,+3,-4).
by dakila
Sun Oct 08, 2023 5:20 pm
Forum: Add-in Support
Topic: SRVAR Error
Replies: 6
Views: 43517

Re: SRVAR Error

Did you read the instruction pdf file which is located the add-in folder (e.g. C:\Users\...\Documents\EViews Addins\srvar).
You have to create a vector named constr before to run the command (srvar(const=0, kmax=4) 2 constr @ bgcr bgmr bgph bgih).
For example:

Code: Select all

vector constr=@fill(+1,+2,+3,-4)
by dakila
Thu Oct 05, 2023 11:25 pm
Forum: Add-in Support
Topic: SRVAR Error
Replies: 6
Views: 43517

Re: SRVAR Error

Could you provide the data and command or description of the dialog box?
by dakila
Mon Oct 02, 2023 4:56 pm
Forum: Add-in Support
Topic: Add-in dyindex
Replies: 2
Views: 11744

Re: Add-in dyindex

Now it is fixed. Please update the add-in (check Eviews website).
by dakila
Thu Sep 28, 2023 10:06 pm
Forum: Add-in Support
Topic: Add-in dyindex
Replies: 2
Views: 11744

Re: Add-in dyindex

Yes, this problem is specific to Eviews 13. I will fix it soon.
by dakila
Wed Aug 09, 2023 1:35 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 49
Views: 188303

Re: Large Bayesian VAR

Variable surpdef has missing values (N) from 2000q1 to 2000q3. If change the sample="2000q4 2023q1" for example: lbvar(estimate=1, sample="2000q4 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q4 2010q4" , pand=1, dummy="d...
by dakila
Thu Aug 03, 2023 6:13 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 49
Views: 188303

Re: Large Bayesian VAR

It should work with quaterly data. Could you provide the data and instruction?
by dakila
Mon Jul 31, 2023 2:06 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 49
Views: 188303

Re: Large Bayesian VAR

Sorry, I forget. I already included the option to save the coefficients. Command is save=1.
For example:

Code: Select all

lbvar(lambda=0.108, tau=1.08, sample="1961m1 2002m12", save=1) 13 irw ffr @ emp cpi .... exr

The coefficients are saved into beta_coef matrix.
by dakila
Fri Jul 28, 2023 5:25 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 49
Views: 188303

Re: Large Bayesian VAR

No. I will try to include this option to get the coefficients soon.
by dakila
Thu Jul 06, 2023 8:16 pm
Forum: Add-in Support
Topic: SRVAR & EViews 13
Replies: 7
Views: 27246

Re: SRVAR & EViews 13

If you use the dialog box (menu) you don't need to create the restriction vector, just put the sign index. For example, just insert +4, -2, -3, -5 in the sign restriction vector box.

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