Search found 8 matches

by SilvioBerlusconi
Mon May 02, 2022 5:43 am
Forum: License Manager
Topic: Eviews 13
Replies: 8
Views: 74620

Re: Eviews 13

Are you planning to do a version for MAC users?
by SilvioBerlusconi
Fri Dec 17, 2021 7:38 am
Forum: Estimation
Topic: SVAR bootstrap
Replies: 6
Views: 15194

Re: SVAR bootstrap

Dear all,
Thank you for your help.
The internal error 500 is still occurring when using bootstrap methods together with a non-Cholesky identification.
Do you have any idea for that?
Best
SB
by SilvioBerlusconi
Wed Apr 21, 2021 3:37 am
Forum: Estimation
Topic: SVAR bootstrap
Replies: 6
Views: 15194

Re: SVAR bootstrap

Dear All, I am using the "Scaled IRFs" add-in to create bands at 90% level when using SVAR modelling. I have found something strange since, when computing scaled IRFs, the coefficient (blue line) and the estimated bands (red line) coincide on impact, namely at time 1 (Please see the attach...
by SilvioBerlusconi
Wed Apr 14, 2021 3:53 am
Forum: Estimation
Topic: SVAR bootstrap
Replies: 6
Views: 15194

Re: SVAR bootstrap

Please see the attached Workfile with 3 variables: INV, TR, and Y. This is just an example. 1. In VAR01, you can find the first model identified NOT through a Cholesky factorization (indeed, there is a -8 in Matrix A and this is commonly used when employing SVAR modelling. Please open VAR01 and then...
by SilvioBerlusconi
Tue Apr 13, 2021 2:19 am
Forum: Estimation
Topic: SVAR bootstrap
Replies: 6
Views: 15194

SVAR bootstrap

Dear All, when using Eviews12 there are few issues that I do not understand 1. It appears internal error 500. it seems that bootstrap method can be applied only to Cholesky factorization and not to different identification strategies using for instance the structural decomposition method. If so, can...
by SilvioBerlusconi
Mon Mar 09, 2020 2:22 am
Forum: Add-in Support
Topic: Kilian add-in
Replies: 9
Views: 32570

Re: Kilian add-in

Thank you vary much for your help and effort.
I do not know neither the code for estimating the Kilian bootstrap in VAR models nor for estimating a 'scale factor for IRF'. The latter for instance is present in the Scale IRF add-in and not in the Kilian add-in.
Best,
S
by SilvioBerlusconi
Sun Mar 01, 2020 2:58 am
Forum: Add-in Support
Topic: Kilian add-in
Replies: 9
Views: 32570

Re: Kilian add-in

Dear all, thank you very much for providing this add-in. It is very useful. I am wondering how can I obtain accumulated 'bands' when I use variables at the first-differences. The Kilian add-in (differently from the 'scale IRFs' add-in') cannot provided accumulated IRFs. I am wondering if it is suffi...
by SilvioBerlusconi
Wed Nov 07, 2018 9:46 am
Forum: Models
Topic: Model solution algorithm_solver
Replies: 0
Views: 18831

Model solution algorithm_solver

Dear All, I am using EViews 10 and I am interested in understanding whether by using the solution algorithm Newton and Broyden I am implicitly implementing the E-Newton and E-QNewton, respectively. I am trying to using rational expectations with EViews (following the FED website: https://www.federal...

Go to advanced search