EViews.com

Hi Georgios, Thank you for your detailed note and for drawing attention to your recent contributions. We appreciate the effort that has gone into this work, as well as the availability of the associated code. These are very useful. We will review the papers and code carefully as we consider a possib...

EViews has a native PMG estimator. Panel QARDL and NARDL estimators are not natively available.

Hello there!

Thanks for bringing this to our attention. This was certainly a bug. We have now fixed the issue and will release the fix with the next patch.

Hi there!

Sorry you're having issues, this is indeed a bug. We're working on a fix.

Mirza

Hi! Thanks for writing in. Why do you expect variables to have a lag? What if a variable has a zero lag? The behaviour you're observing is not a bug! It occurs when the variable selection process determines that one or more variables have zero lag in the ARDL representation. In your particular insta...

Hi Andrei!

No, we don't currently have the option to extract dynamic multipliers. Since this is clearly something useful that we've overlooked, we'll work on implementing and releasing the feature in an update in a couple of weeks.

Kind regards,
Mirza

Hello there! The most likely reason for seeing the "insufficient data for estimation" error is the fact that you have T = 14. Note that each lag specification will effectively sacrifice that many observations from each cross-section. Another possibility is that not all cross-sections actua...

Hi!

Could you provide the workfile that produces the error message?

Mirza

I see now. You were referring to the stability cusum test. The issue there is that your regressor x3 is a categorical variables with a small slice of non-zero data toward the end of the sample. If you look at the cusum documentation https://www.eviews.com/help/helpintro.html#page/content%2Ftesting-S...

Hi Marias. I have checked in a fix for the "near singular matrix error". The issue arose due to the presence of 0-lag regressors. Now, should any 0-lag regressors arise, they will produce NA values in the statistics table. As for your concern number 2., I'm not entirely sure what you expec...

Hi Marias.

Mind sharing the workfile with the exact NARDL specification you're using for estimation?

Hi there! After running your ARDL regression, you can proceed to Proc/Make Regressor Group . This will generate all the regressors used in the estimation, including the NARDL series. Alternatively, you can use the @CUMDP, @CUMDN, @DCUMDP, and @DCUMDN to generate your own asymmetric series used in NA...

The issue has been resolved. You can expect the fix to be available with our next EViews 14 patch.

This helps tremendously! We'll get a fix ready as soon as possible.

Thanks!

Hi!

Can you provide the workfile you're using for the program? It would help in figuring out the issue.