EViews.com

Dear All,

I was wondering whether somebody has worked on a time-varying Granger causality in EViews in this sense:
https://www.stata.com/symposiums/econom ... 1_Baum.pdf

regards
Theo

Dear All,

I was wondering if you are aware of an EViews program or add-in that can estimate the Beta-t-EGARCH that is available here:

http://www.econ.cam.ac.uk/DCS/programs.html

regards
Theo

is the documentation available? This thread is about dccgarch11 add-in. The add-in allows you to build and estimate Dynamic Conditional Correlation models, which are the more flexible and parameterized class of Multivariate GARCH-family. It is written/designed with primarily educational purposes in ...

thanks.

is there any problem when one has a panel dataset?

what happens when for a cross section the first obs is missing?

is there a danger that is using info from the previous cross section?

thanks

Dear All,

I have an unbalanced panel and want/wish to make it balanced. Is there a quick way of doing this?

Is there a way of replacing the NA values with the average of the observation before and after or something like this?

regards

so is it performing a cross section quantile regression irrespective of the cross section and the time dimension? It is estimating a standard quantile regression on the stacked data, with the exception that any lags you have will not cut across cross-sections. Assuming you have no lags, it will give...

Dear All,

I am estimating multivariate GARCH (BEKK) through the Systems in EViews. Once I have a got the estimates are you aware of a code that can help me get the impulse responses?

thanks

I am also looking for an EViews code to perform the KPSS test statistic.

would it be possible for the EViews team or somebody else to post it in the repository?

does anyone know whether there is a way of estimating a multivariate GARCH-M in EViews 6?