Search found 23 matches

by facosta
Tue Mar 08, 2011 8:36 am
Forum: Estimation
Topic: Error message in GMM estimation
Replies: 3
Views: 5737

Re: Error message in GMM estimation

Thank you very much trubador. I tried the following: "gmm(cx=f, per=f) y y(-1) y(-2) y(-3) x1 x2 x3 x4 x5 x6 x7 @ @dyn(y) x1(-1) x2(-1) x3(-1) x4(-1) x5(-1) x6(-1) x7(-1)" But i still get the same message. Looking at this I really don´t know what can I change since I believe I am using all...
by facosta
Tue Feb 22, 2011 6:03 am
Forum: Estimation
Topic: Error message in GMM estimation
Replies: 3
Views: 5737

Re: Error message in GMM estimation

Well, I was asking because I was trying to reply the STATA command "xtabond", where I regress:
xtabond y x1 x2 x3, lags(3) robust
Since in Eviews there are many options I am little confused.
Thank you.
by facosta
Mon Feb 21, 2011 8:00 am
Forum: Estimation
Topic: Error message in GMM estimation
Replies: 3
Views: 5737

Error message in GMM estimation

Hello there (by the way thanks a lot Gareth for the help with my last question). I am doing a Panel estimation with GMM. I am trying to estimate an equation with three lags of the dependant variable and other exogenous variables by GMM and fixed effects. However, when I estimate the equation, an err...
by facosta
Fri Feb 18, 2011 9:58 am
Forum: Programming
Topic: creating a workfile for panel data
Replies: 6
Views: 6489

Re: creating a workfile for panel data

I am sorry, I just can´t solve this. I try to give the range but it doesn´t work as I need.
I tried using @all but i think I am doing something wrong.
I am really sorry all the questions.
by facosta
Thu Feb 17, 2011 10:15 am
Forum: Programming
Topic: creating a workfile for panel data
Replies: 6
Views: 6489

Re: creating a workfile for panel data

Thanks Gareth. The thing is I was trying to import all the data but my excel spreadsheet contains blank columns, and the import command import just read the data until the last column filled with data, can I fix this somehow? The command I am usins is the following: import "C:\Program\Data.xlsm...
by facosta
Wed Feb 16, 2011 10:16 am
Forum: Programming
Topic: creating a workfile for panel data
Replies: 6
Views: 6489

Re: creating a workfile for panel data

I´m thinking maybe it can´t be done since no one answer. Another question, is there a way you can import all the data contained in an excel spreadsheet no matter if you have a column filled with blanks (ie no data)? I am using the import or wfopen commands but they read only from the first column to...
by facosta
Wed Feb 16, 2011 7:19 am
Forum: Programming
Topic: creating a workfile for panel data
Replies: 6
Views: 6489

creating a workfile for panel data

Hello. Thanks again for all the support. I am working with panel data, and the spreadsheet with the data I am using is continuously updated. So my question is how can I give a panel structure to the workfile so I can import from the excel without previously giving the workfile a start and an end dat...
by facosta
Tue Feb 15, 2011 9:43 am
Forum: Programming
Topic: Delete element from series
Replies: 2
Views: 3540

Re: Delete element from series

Thanks! it worked perfectly.
by facosta
Tue Feb 15, 2011 8:53 am
Forum: Programming
Topic: Delete element from series
Replies: 2
Views: 3540

Delete element from series

Hello there. Thanks again for the help. I wanted to ask how can I delete a particular element from a series if that element is a "NA". It happens that I need to structure the workfile with a date series I am importing from excel and before that I need to drop all the "NAs" from t...
by facosta
Fri Feb 11, 2011 10:31 am
Forum: Programming
Topic: Exporting and Importing to/from Excel spreadsheet
Replies: 10
Views: 9572

Re: Exporting and Importing to/from Excel spreadsheet

Ok, thanks. In fact I know VB for excel, but I don´t know how to relate it to Eviews, is COM a tool for that?
Thanks.
by facosta
Fri Feb 11, 2011 10:18 am
Forum: Programming
Topic: State Space
Replies: 2
Views: 3136

Re: State Space

Ok, thank you!
I will try this.
Regards.
by facosta
Fri Feb 11, 2011 10:16 am
Forum: Programming
Topic: Exporting and Importing to/from Excel spreadsheet
Replies: 10
Views: 9572

Exporting and Importing to/from Excel spreadsheet

Hello, thank you for the help here. I would like to ask two questions about EViews-Excel: 1) Is there a way to export the coefficients of a particular regression to some specific cells of an excel sheet? For example if I regress: Y=B*X1+D*X2+e, is it possible to export to the Cells B2 and B3 of the ...
by facosta
Fri Feb 11, 2011 10:03 am
Forum: Programming
Topic: State Space
Replies: 2
Views: 3136

State Space

Hello. Thank you for all the help here, it has been really helpfull. I am making a Kalman Filter model to get an unonbserved factor from two series (as Engle and Watson). The thing is I have a doubt with the representation, for example: KF.append @state FS_Unem = FS_Unem(-1) + [var=exp(c(1))] KF.app...
by facosta
Wed Jan 19, 2011 10:35 am
Forum: Estimation
Topic: Kalman Filter Series
Replies: 1
Views: 2481

Kalman Filter Series

Hello. Thank you for the help here. I wanted to ask you if there is a way to get the series from a State Space representation as spreadsheet. The thing is that I am using the Kalman Filter to get an estimation for an unobserved series, and now I want to estimate the correlation between that unobserv...
by facosta
Mon Jan 17, 2011 12:22 pm
Forum: Programming
Topic: Standard deviation
Replies: 2
Views: 4009

Re: Standard deviation

Ok. Thank you very much.

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