Search found 139 matches

by donihue
Tue Mar 11, 2025 10:08 am
Forum: Estimation
Topic: Double/debiased machine learning estimation
Replies: 2
Views: 33571

Re: Double/debiased machine learning estimation

Thanks. Indeed, it can undoubtedly be done via the interface, but it would be a good feature to have "built-in".
by donihue
Tue Mar 11, 2025 7:28 am
Forum: Estimation
Topic: Double/debiased machine learning estimation
Replies: 2
Views: 33571

Double/debiased machine learning estimation

Are there any plans to add double/debiased machine learning estimation to EViews (along the lines of what is proposed in Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), "Double/debiased machine learning for treatment and structural paramet...
by donihue
Mon Feb 24, 2025 10:39 am
Forum: Programming
Topic: Jupyter in EViews
Replies: 3
Views: 42573

Re: Jupyter in EViews

Sorry - I am displaying complete ignorance here. I have some Jupyter notebooks which run Machine Learning algorithms. I know that Jupyter notebooks normally run in a browser. I am just wondering if I could, from within EViews, pass data to them, run the corresponding (implicit) programmes, and then ...
by donihue
Mon Feb 24, 2025 9:35 am
Forum: Programming
Topic: Jupyter in EViews
Replies: 3
Views: 42573

Jupyter in EViews

The capability to run EViews from within a Jupyter notebook is very useful.
This raises the elementary and ignorant question:
Is the inverse available: ie, to run a Jupyter notebook from within EViews?
If so, could you please give an example of how to do so?
by donihue
Thu Aug 18, 2022 3:17 am
Forum: Add-in Support
Topic: aim_solve (DSGE model simulation)
Replies: 18
Views: 138755

Re: aim_solve (DSGE model simulation)

Returning to this after nine years... There seems to be a "Catch 22" with this add-in. If I use R 4.2.1, I get the error message: "Package 'AMA' was built before R 3.0.0: please re-install it" But if I use R 2.15.3, I get the error message: "Failed to initialize EViewsRConn....
by donihue
Fri May 09, 2014 8:36 am
Forum: Suggestions and Requests
Topic: Proc/Make Graph in Model (EViews 8)
Replies: 2
Views: 8449

Re: Proc/Make Graph in Model (EViews 8)

Thanks very much for your reply, Chris. 1. Sample: I take your point, but I still think it would be more "natural" for the graphs just to default to the "Sample (adjusted): " shown in the Model after solving. Your aproach would require an adjustment each time that "Sample (a...
by donihue
Thu May 08, 2014 9:51 am
Forum: Suggestions and Requests
Topic: Proc/Make Graph in Model (EViews 8)
Replies: 2
Views: 8449

Proc/Make Graph in Model (EViews 8)

When using "Proc/Make Graph" in a Model, the "Sample for Graph" defaults to the entire range of the Workfile. Since most models do not solve over the whole range, it would be nice if the default were to be the range over which the model was solved. This would avoid strange-lookin...
by donihue
Tue Feb 12, 2013 7:29 am
Forum: Suggestions and Requests
Topic: "View Unread Posts"
Replies: 0
Views: 4580

"View Unread Posts"

Hello,

Is there any particular reason why there is no "View Unread Posts" section in the Forum (as, for example, in the RATS or Dynare fora)?

If not, it would be helpful to have one.

Regards
Donihue
by donihue
Tue Jan 24, 2012 2:32 am
Forum: Suggestions and Requests
Topic: Graphs comparing actuals and model scenarios
Replies: 0
Views: 3930

Graphs comparing actuals and model scenarios

When a model's solution sample is shorter than the graph sample, the actuals prior/posterior to the solution sample appear in the graph (generated by Proc/Make Graph) in the same colour as the solution values; it would be nice if they could instead appear in the same colour as the other actuals. Reg...
by donihue
Tue Jan 24, 2012 1:38 am
Forum: Econometric Discussions
Topic: Auto regressive distributed lagged models.
Replies: 2
Views: 7942

Re: Auto regressive distributed lagged models.

For equation 1, it is really very easy to estimate the equations by introducing the various lagged variables. The hard part is in determining the number of lags. There is no "formulaic" answer to that. The "general to specific" approach of the LSE school suggests starting with a ...
by donihue
Tue Dec 27, 2011 11:15 pm
Forum: Econometric Discussions
Topic: Johansen cointegration
Replies: 11
Views: 18787

Re: Johansen cointegration

You can run the test, but only after transforming the I(2) variable into an I(1) variable by first-differencing it
Regards
Donihue
by donihue
Tue Dec 27, 2011 11:10 pm
Forum: Econometric Discussions
Topic: VECM - Interpretation of Estimates
Replies: 5
Views: 24445

Re: VECM - Interpretation of Estimates

In principle, the speed of adjustment parameters α(y) (the coefficients on "cointeq1") should be negative and lie between (0, -1). This is because in a VEC model, the point estimate should imply that y(t) converges to the long-run equilibrium relationship – if y is above its long-term valu...
by donihue
Thu Dec 22, 2011 12:55 am
Forum: Bug Reports
Topic: alias in solve
Replies: 2
Views: 6179

Re: alias in solve

I just ran Gareth's test programme on my copy of EViews 7.2, build 29 Nov 2011 and received the following error message in the Programme Log:
Illegal scenario alias _TEST1 in "DO_ M.SCENARIO(A=TEST1) TEST".

Regards
Donihue
by donihue
Mon Dec 05, 2011 1:59 pm
Forum: Programming
Topic: Creating an equation from strings
Replies: 2
Views: 5942

Re: Creating an equation from strings

Thanks very much, Gareth, for catching those silly errors. Also, I had not realised that I needed to use the "@str" syntax. I have corrected and it runs pefectly now.
Regards
Donihue
by donihue
Mon Dec 05, 2011 12:01 pm
Forum: Programming
Topic: Creating an equation from strings
Replies: 2
Views: 5942

Creating an equation from strings

Hello, I would like to create a simulation model from equations generated using matrices of coefficients obtained from Matlab through xget, but am unsure of the syntax to use. I naively tried the following ' create model from dr.ghx and dr.ghu model mod1 %eq = " " %eq = %eq + "+"...

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