Search found 8 matches

by GonzaloMR
Thu Mar 26, 2020 2:14 am
Forum: Data Manipulation
Topic: Convert daily data to quarterly
Replies: 1
Views: 3975

Convert daily data to quarterly

Hi all, I hope you are all safe at this difficult time. I wanted to ask your advice regarding my data. I have daily panel data for 9 different countries, and would like to convert it to quarterly, ideally making quarterly data from the average daily of every day in the quarter. is this possible with...
by GonzaloMR
Fri Mar 13, 2020 4:32 am
Forum: Estimation
Topic: Likelihood Ratio Test on Granger Causality
Replies: 1
Views: 4208

Likelihood Ratio Test on Granger Causality

Hi all, I have done a Granger causality between 4 variables on Eviews and would like to test the joint significance of the coefficients with a likelihood ratio test. however, when i have the estimation open i am not able to find it in the "view" dropdown, is it available? thanks and regard...
by GonzaloMR
Thu Mar 12, 2020 5:33 am
Forum: Estimation
Topic: Panel VAR with Fixed effects
Replies: 0
Views: 5752

Panel VAR with Fixed effects

Hi, I have used this video:https://www.youtube.com/watch?v=m8M6Im0pDNA in order to understand how to do panel VAR. I have 3 variables which I have estimated using this method, however, each variable has 12 different panels.Variables are liquidity spread, risk premium and average credit rating, for 1...
by GonzaloMR
Wed Mar 11, 2020 12:18 pm
Forum: Data Manipulation
Topic: How to merge 3 dummy variables
Replies: 4
Views: 7231

Re: How to merge 3 dummy variables

Thank you very much!
by GonzaloMR
Wed Mar 11, 2020 11:01 am
Forum: Data Manipulation
Topic: How to merge 3 dummy variables
Replies: 4
Views: 7231

Re: How to merge 3 dummy variables

Hi, i was thinking if any of the 3 has a one, that shows in the merged one. is that possible? thanks
by GonzaloMR
Wed Mar 11, 2020 10:54 am
Forum: Data Manipulation
Topic: How to merge 3 dummy variables
Replies: 4
Views: 7231

How to merge 3 dummy variables

Hi there, I am currently working on panel data with 12 different panels. I have 3 independent dummy variables, which show a 1 if there is a rating upgrade for a bond, and a 0 if there is no announcement. Each dummy is for a different credit rating agency. How can I merge these dummies so that I have...
by GonzaloMR
Thu Feb 27, 2020 3:12 am
Forum: Data Manipulation
Topic: Selecting different panels
Replies: 2
Views: 6135

Re: Selecting different panels

Thank you so much Gareth.
by GonzaloMR
Tue Feb 25, 2020 11:24 am
Forum: Data Manipulation
Topic: Selecting different panels
Replies: 2
Views: 6135

Selecting different panels

Hi all, Apologies in advance if this has been solved already but I have not been able to find it. I am currently working on panel data- I have 7000 observations for 12 different types of bonds. Each bond is named 1,2,3 and so on until 12. I wanted to select panels 8, 11 and 12, but have not been abl...

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