EViews.com

I found that Diagonal VECH and Diagonal BEKK estimation produces exactly the same estimated coefficients. Referring to EViews User Guide II on page 454-456, the two models should be different. Furthermore, if the transformed matrix M in Eviews output is [Omega*Omega_inverse] matrix as in (31.58), th...

Hello, I just wonder whether is it a bug or not. Here is my case, I write a program to create a group of series and to estimate the series using Johansen Cointegration Test series y1 = y1_1 series y2 = y2_1 series y3 = y3_1 group g1 y1 y2 y2 show g1 g1.coint(a, 1, save = joh, p) when I run the progr...

Hi, maybe it's too late and you already found the answer, but I just modified tvgarch program (from example files in EViews) to estimate CCC Trivariate GARCH. Since it is trivariate, it should be easier for you to modify it for bivariate estimation. Anybody please verify the modified program, should...

any help please..

thanks a lot, yes it works, now the pop up message is disappear. but i realize that the likelihood function I quoted above is wrong, then i get another problem: how to state loglikehood function for normal mixture distribution in eviews? my case is that: Prob(class=1)=lambda Prob(class=2)=1-lambda b...

thank you for your reply,
can you suggest me, how to determine the appropriate initial value of the coefficients? should I enter the initial value in the coefficients series?

Dear All, I tried to replicate estimation using ML method with normal mixture distribution as in Greene textbook (Econometric Analysis, 6th ed., p. 559). I have created Logl object, and set up as follows: @logl logl res = gpa-c(1)-c(2)*grade-c(3)*psi-c(4)*tuce var1 = c(5) var2 = c(6) lambda = c(7) l...

thank you so much

best regards

many thanks for your quick response, still no luck. Sorry I am new in EViews programming. Here is my equation: equation myeq.GMM(METHOD=CONVERGE,INSTWGT=HAC,INSTLAG=A,INSTINFO=AIC,INSTKERN=THANN,INSTBW=ANDREWS,NOCINST,COV=HAC,COVLAG=A,COVINFO=AIC,B,DERIV=AA) (C(1)*(US_RCONS/US_RCONS(-1))^-C(2))*(US_...

Hello,

How to extract HAC variance-covariance matrix used in GMM estimation?

Thanks

hello all, I successfully ran GMM estimation and performed breaktest using Breakpoint test... menu. But when I ran a simple program: freeze(BREAK) eq_1.breaktest 2000m1 the equation name has been checked,it is correct, but EViews always stops working when I run the code. I am using EViews7.1 and the...

Thanks Gareth

May I know the references used in determining the recession periods?

Hello,

Can some one help me. I want to run causality test using Toda-Phillips method in the framework of VECM, so that I can test both short-run and long-run causality.

how can I do that in EViews?

I am using Eviews 7.1.