Search found 6 matches

by JuanNicolasDamico
Tue May 04, 2021 4:02 pm
Forum: Econometric Discussions
Topic: Diverse Models Guides for Eviews - Check it out
Replies: 1
Views: 7046

Diverse Models Guides for Eviews - Check it out

Hello Everyone, have made some instructional videos on diverse time series topics using EViews. The channel has received positive feedback and I think it may be helpful for some of you who are trying to work on VAR, SVAR, ARIMA modelling, etc. I'll keep working on creating more content. Example Vide...
by JuanNicolasDamico
Fri Jan 01, 2021 6:32 pm
Forum: Estimation
Topic: P-values for Vector Autoregressions
Replies: 3
Views: 7822

Re: P-values for Vector Autoregressions

You can. After you estimate the VAR model, go to the top Menu and select>PROC>MAKE SYSTEM>ORDER BY VARIABLE. A new window will show up, and you should select "Estimate" in the menu bar ( where it says VIEW-PROC-OBJECT--- select estimate), and then click "Ok". (The estimation meth...
by JuanNicolasDamico
Fri Jan 01, 2021 6:24 pm
Forum: Estimation
Topic: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS
Replies: 3
Views: 6642

Re: Newbie EVIEWS user - need technical assistance for ARIMA in EVIEWS

Hey, Check this complete video. Step by Step how to do everything https://youtu.be/ukGJ0sLgbqI
by JuanNicolasDamico
Thu Dec 31, 2020 10:58 am
Forum: Estimation
Topic: SVAR estimation
Replies: 18
Views: 29872

Re: SVAR estimation

I have replicated some of the results from Stock and Watson (2001), https://youtu.be/SbE8ns0oOTs
by JuanNicolasDamico
Mon Dec 21, 2020 6:21 am
Forum: Estimation
Topic: Regression Model and statistical significance
Replies: 4
Views: 7374

Re: Regression Model and statistical significance

Hi Winston, check this video tutorial that teaches you the regression outputs https://youtu.be/DwH8lFUrhxs

Good luck!
by JuanNicolasDamico
Thu Dec 17, 2020 11:54 am
Forum: Econometric Discussions
Topic: stationarity test
Replies: 2
Views: 10270

Re: stationarity test

Hi Lisa, you have to perform the test in the log transformation. There is a paper for example written by ender and Lee that I can recall now where they do unit root testing on the variables in logs. If you need help with performing unit root tests you can check my video: https://www.youtube.com/watc...

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