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I am having great success developing an econometric model for interest elasticity and excess reserves, but I need some advice on how to estimate my standard errors. My data is time-series. Because of this I have been estimating least squares with Newey-West -- ls(n) -- standard errors. I would like ...

I was wondering if anyone could help me and some of my classmates. We are using E-Views 6. we have input the following code: !zhat=c(1)+c(2)*@mean(trated)+c(3)*@mean(tspeedd) !prob=@cnorm(!zhat) It returned the error: "!ZHAT is not defined" With our understanding of E-Views, we have no ide...

I just tested the code that you gave me and it just produced a vector of NA's. I think it may be due to the fact that the samples might be off. Here is the code that I used: smpl 1 42 genr lninvpc=log(invpc) ls lninvpc c t genr lninvpc_detrend=lninvpc-(c(1)+c(2)*t) ls lninvpc_detrend c gprice lninvp...

Thank you so much Gareth. I will try this soon and I expect it to work.

I had assumed that I needed a genr command. I am not familiar with the series command.

Also, would the code still work if I replaced the 0.606 with a coefficient from the last regression - c(3) or c(2) for example?

The first value of v is equal to the first value of e

I would like to generate a series of the following formula: v = 0.606 * v(-1) + e e is simply the residual of a previous regression, which I can obtain from resid, but the problem with this formula is that it contains a lag of itself - the v(-1) term. Is there any programming code that can take care...