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Thanks a bunch. I knew it had to be an scalar, just didn't find right example in the manual.

Can I extract elements of a matrix separately?

Thanks,

But how can he report share without estimating the individual parameters? Is there a way to do that?

In table 5a of the article, the author reports share of common shock using the alpha^1 and P1, which are parameters that were estimated using State Space model.

There are several other papers which has taken this very approach and haven't reported anything different. So I am wondering where the error might be.

Thank you again, Glenn!

I had already tried the specification that you offered. I tried again and have attached the workfile. The problem persists. Can you please suggest if anything can be done?

Best,

HI Glenn: Sorry for the late response. I have attached a portion of the previous paper that I noted earlier. I am trying to replicate this for different countries. Please let me know where I made mistake in specifying these equations (in my codes posted previously), and can you suggest correction al...

Thanks, Glenn! I have corrected it now and tried several other specifications to get the decomposition. And it is still giving me the Singular Covariance warning. Do you have any other suggestion, especially related to decomposition (any reference to past discussions in this forum related to this)?

Thank you. Can you please suggest where I have made mistake in specifying the following set of equations? [sup1=[a1 1 0][s1] [sup2=[a2 0 1][s2] [s3] And, the eviews code I have is: @signal sup1 = c(1)*s1+s2+[var=exp(c(2))] @signal sup2 = c(3)*s1+s3+[var=exp(c(4))] where the supply shock of country 1...

Dear all, Can you please suggest if the following code is correct? I am trying to use a simple state space model to decompose structural shock generated using SVAR into a region-specific shock and a country-specific shock. This is a case of supply shock in a two-country setting. Here is my code: @si...

HI there, I am using EViews 6. I wonder if there is code written for recursive Cointegration test which traces the time path of trace test. Reference to the test is in the paper by Hansen and Johansen (1999) titled "Some tests for parameter constancy in cointegrated VAR-models" published i...

Any help, plz!

How are the roots ordered for variable and its lag in the AR roots table?

Is the model unstable if there are roots greater than one (beyond k-r unit roots)?

Urgent, kind help, plz!

Roots of Characteristic Polynomial Endogenous variables: LREER11 LPROD RDEBT TBG M1D OPEN LREM Exogenous variables: C Lag specification: 1 1 Date: 09/09/10 Time: 12:39 Root Modulus 1.162461 1.162461 -1.060304 1.060304 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000 1...

Dear Glenn, Please help me write code for the following state-space representation in Eviews6. First, the measurement equation: y=z1*a+b p=z2*a+c where the coefficients in b and c are unity; and a,b,c are three state variables. Now, the transition/state equation: a=x1 b=x2 c=x3 In matrix, a = [1 0 0...