Search found 37 matches

by remuct
Thu Feb 27, 2025 12:26 pm
Forum: Programming
Topic: fixed decimals in matrix
Replies: 3
Views: 39044

Re: fixed decimals in matrix

Do you mean by "actual" the values of the initial vector (possibly subject to further calculations) and by "display" the values displayed as results? If so, displayed. What I want is to display the values of the column vector in a matrix with fixed decimals.
by remuct
Thu Feb 27, 2025 3:56 am
Forum: Programming
Topic: fixed decimals in matrix
Replies: 3
Views: 39044

fixed decimals in matrix

Hello
I am filling a matrix with column vectors using colplace, is there a way to limit the number of decimals in a given column? Setcell allows this by specifying the fixed decimal as the last argument, but this does not work with colplace.
Thank you
by remuct
Thu Jan 23, 2025 9:52 am
Forum: Econometric Discussions
Topic: when autocorrelated errors are correlated
Replies: 0
Views: 91473

when autocorrelated errors are correlated

Hello, I am estimating a system of equations with correlated errors, where each error also exhibits autocorrelation. To address this, I specified a system in which each equation includes the component +[ar(1)=c(i)] to account for first-order autocorrelation. I then estimated the entire system using ...
by remuct
Mon Jan 20, 2025 6:58 pm
Forum: Programming
Topic: do not display output
Replies: 1
Views: 31710

do not display output

Hello,
I am running a program which contains a big amount of intermediary least squares estimations that I do not want Eviews to display on the screen to save computation time. There is no such indicator in the ls options but I suppose there is a way to do that?
Thank you for your help!
by remuct
Mon Nov 25, 2024 10:07 am
Forum: Programming
Topic: estimate coefficients partially
Replies: 2
Views: 32396

Re: estimate coefficients partially

Thank you Gareth, this addresses my concern. The solution was so simple...
by remuct
Sun Nov 24, 2024 7:49 pm
Forum: Programming
Topic: estimate coefficients partially
Replies: 2
Views: 32396

estimate coefficients partially

Hi, I have a system of equations, say, y1 = c(1) + a(1)*x1 + a(2)*x2 y2 = c(2) + a(3)*x1 + a(4)*x2 The coefficients a(1) to a(4) are stored in a coefficient vector located in the workfile. These coefficients should not be re-estimated, only the coefficients c(1) and c(2) must be estimated. How can I...
by remuct
Fri Jul 19, 2024 7:04 pm
Forum: Estimation
Topic: Interpretation of coefficients in SUR
Replies: 8
Views: 63132

Re: Interpretation of coefficients in SUR

Concerning the message, I meant "near-singuler matrix", sorry for the confusion.
by remuct
Fri Jul 19, 2024 4:49 pm
Forum: Estimation
Topic: Interpretation of coefficients in SUR
Replies: 8
Views: 63132

Re: Interpretation of coefficients in SUR

Hi, I would like to add to this subject on the issue of the number of equations and of variables per equation supported by SUR. I have a large model of 33 equations containing each 9 variables. I need to estimate this sytem by accounting for the contemporaneous correlation of residuals but also resi...
by remuct
Fri Jul 05, 2024 6:05 am
Forum: Estimation
Topic: Dynamic instrumental variables in a system GMM
Replies: 3
Views: 43845

Re: Dynamic instrumental variables in a system GMM

Thank you for your response. However please forgive me, I couldn't really understand what I should do. What is meant by using the dialog wizard to specify my dpd, what does dpd refer to?
by remuct
Fri Jul 05, 2024 2:08 am
Forum: Estimation
Topic: Dynamic instrumental variables in a system GMM
Replies: 3
Views: 43845

Dynamic instrumental variables in a system GMM

Hi, I would like to know how I can declare dynamic instrumental variables for a system of equations that I want to estimate using GMM. The tutorial indicates that for a single equation one can declare a dynamic instrument X by specifying @dyn(X) after the separator @. Can I do the same thing with sy...
by remuct
Sun Feb 25, 2024 7:18 pm
Forum: Programming
Topic: AC consistent SUR
Replies: 0
Views: 39354

AC consistent SUR

Hi,
I am running a SUR system of multiple equations where the residuals appear to be autocorrelated. Is there a way of performing SUR with, say, Newey-West adjusted covariance estimation so that my coefficient covariance estimators are autocorrelation consistent?
Thank you
by remuct
Fri Nov 03, 2023 6:21 pm
Forum: Programming
Topic: wald test between two systems
Replies: 0
Views: 142445

wald test between two systems

Hello, I estimated a system s1 of n equations with k parameters using SUR over a sub-period %dat1 to %dat2. Then I estimated a second system s2 of the same equations over another sub-sample %dat2+1 to %dat3. Estimated systems s1 and s2 are stored in the workfile. I want to run a Wald test for testin...
by remuct
Mon Jul 10, 2023 2:54 pm
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 13464

Re: running a sequence over subperiods

Thank you so much, the second way was the kind of approach I was seeking. If I do that way, am I obliged to give a name to each sub-period, here subp1 and subp2, since these names do not appear anywhere in the program, therefore seem not to be useful? That is, can I write the first sentence as: %spe...
by remuct
Fri Jul 07, 2023 5:20 am
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 13464

running a sequence over subperiods

Hi, I want to run over two subperiods [1, !d-1] and [!d, !n] defined as the strings subp1 and subp2, the SAME list of instructions where a time increment !i is used. One way of doing this is : smpl {subp1} for !i=1 to !d-1 list of instructions next smpl {subp2} for !i=!d to !n list of instructions n...
by remuct
Wed Nov 30, 2022 3:04 pm
Forum: Programming
Topic: singular covariance in Kalman filtering
Replies: 1
Views: 3687

singular covariance in Kalman filtering

Hi, I have a concern about a "singular covariance" message which came with the output of a Kalman filter estimation. I am wondering which covariance is concerned here, the covariance of the measurement or of the state equation disturbances or the covariance of the forecasted or updated sta...

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