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Dear EViews experts, I am trying to estimate the quantile regression and generate forecasts for my y-variable. I am using quarterly data covering the period from 1980Q1 to 2023Q4. However, I keep encountering an error related to "missing data." This appears to be linked to the "sample...

Systems (or any other estimation method in EViews) don't have an "NLS" method. Just use "LS" instead. Dear Gareth, Thank you for your timeous response. Much appreciated. Please note that I was getting exactly the same error even if I use .ml (for maximum likelihood estimation). ...

Hi Eviews Experts, I have tried to estimate the STVAR, using both the Maximum Likelihood Estimation and the NonLinear Least Squares (nls). I get an error message. Please see attached file. Below is the system of equations that I have tried to estimate: '================CREATING A SYSTEM OF EQUATIONS...

Hi Gareth,

I trust you are well.

I have tried to estimate the STVAR, using both the Maximum Likelihood Estimation and the NonLinear Least Squares (nls). I get an error message. Please see attached files.

Kindly assist,
Nwabisa Ndzama

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

Hi Gareth,

With Eviews 14 I was able to successfully estimate the BTVC-VAR model.

Thanks,
Nwabisa Ndzama

Hi Gareth, I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated. This syntax didn't work: ca_{%c}_var06.forecast(f=na) NNS 'Error message: Forecasting ...

Hi Gareth,

I would like to inquire if there is an add-in or command available for conducting forecasts using estimates from a Switching VAR model (MSVAR). Your guidance on this matter would be greatly appreciated.

Kind regards,
Nwabisa Ndzama

Hi Glenn, Conceptually, does it make sense to estimate a VAR model without lags? My understanding is that the core idea of a VAR model (switching or not) is to capture the dynamic relationship between variables over time, including relations with past values. A VAR model inherently relies on past va...

Okay, Thanks Gareth.

Hi Gareth,

See attachment.

Kind Regards,
Nwabisa

Sorry Gareth, I made an amateur mistake.
But now I have a new and strange problem, the code runs without errors, I can see the estimation results for Australia, and then boom EViews shuts down. It just closes itself, like literally.

Dear EViews Experts, When I run my code for the Bayesian time-varying coefficient VAR model, I get not errors, but at the same time I get no results. The code just runs quietly, and nothing shows up in the end. Please assist. I am using EViews 13. Kindly find the attached code and data. Kind Regards...

Btvcvars are only available in EViews 13

Yes, I just realised now.