Search found 10 matches
- Fri Sep 10, 2010 6:41 am
- Forum: Programming
- Topic: Program error correction model
- Replies: 0
- Views: 2292
Program error correction model
Hello everybody, I am using EViews 7. Can someone tell me how to specify a simple error correction model in EViews? Looking into the help files I only find information on Vector Error Correction models. Can I use "cointreg" to specify an error correction model? Thank you very much and best...
- Tue Sep 07, 2010 8:57 am
- Forum: Estimation
- Topic: Error Correction Model
- Replies: 0
- Views: 4353
Error Correction Model
Hello again everybody, a very simple question at first. Is it sufficient to use "cointreg" In order to estimate a simple error correction model (not VEC!)? If not, how do I specify and estimate an error correction model in Eviews (not VEC)? Thank you very much, Chris Hello everybody, I am ...
- Fri Aug 13, 2010 6:58 am
- Forum: Estimation
- Topic: Logit/Probit fixed effects
- Replies: 1
- Views: 3727
Logit/Probit fixed effects
Hello everybody, currently I am modeling fixed effects for panel binary data based on dummy variables. The program works fine. Only for some datasets, Eviews displays the error message: "Quasi complete separations Dummy_18>0 perfectly fits binary responses in equation ..." 1.) I checked th...
- Thu Aug 12, 2010 7:59 am
- Forum: Estimation
- Topic: Logit/Probit models and Panel Data
- Replies: 5
- Views: 8075
Re: Logit/Probit models and Panel Data
Thank you very much.
Do you know whether there is a function to estimate heteroskedastic-corrected probits (e.g. "Hetprob" in STATA)?
Do you know whether there is a function to estimate heteroskedastic-corrected probits (e.g. "Hetprob" in STATA)?
- Thu Aug 12, 2010 7:02 am
- Forum: Estimation
- Topic: Logit/Probit models and Panel Data
- Replies: 5
- Views: 8075
Logit/Probit models and Panel Data
Hello everybody, I am using EViews 7 and my workfile comprises binary panel data. I know, that Logit/Probit models also work on Panel data, but I have some specific questions and would like to ask for some support: 1.) How can I account for fixed or random effects in the panel data when estimating a...
- Tue Aug 03, 2010 9:50 am
- Forum: Programming
- Topic: Dynamic equation
- Replies: 2
- Views: 3894
Re: Dynamic equation
Great, it works. Thank you very much
- Tue Aug 03, 2010 9:02 am
- Forum: Programming
- Topic: Dynamic equation
- Replies: 2
- Views: 3894
Dynamic equation
Hello everybody, I am using E-view 7.0. My problem: I have to define several equations, where variables for these equations depend on input from a "INPUT_MATRIX" and a "REFERENCE_MATRIX". The "INPUT_MATRIX" comprises of 1 and 0, indicating which variables from the "...
- Mon Jul 19, 2010 9:54 am
- Forum: Programming
- Topic: Programming Dynamic Forecasts for Models
- Replies: 2
- Views: 4252
Re: Programming Dynamic Forecasts for Models
Thank you very much, so my understanding is: 1.) model.solve will generate dynamic forecasts (answer to question 2) 2.) the forecast period is set by "smpl" 3.) forecasted parameters are stored in "series"_0 (answer to question 1) I think I did not correctly understand the "...
- Sun Jul 18, 2010 12:19 am
- Forum: Programming
- Topic: Programming Dynamic Forecasts for Models
- Replies: 2
- Views: 4252
Programming Dynamic Forecasts for Models
Hello everybody, I would like to know, how to program dynamic forecasting (out of sample forecasts) for a model in Eviews 7. My questions in detail: There is a system of equations or a var object which has been transformed into a model. According to the Eviews manuals you can set the smpl to the est...
- Fri Jul 16, 2010 8:20 am
- Forum: Estimation
- Topic: VAR vs. System
- Replies: 1
- Views: 3725
VAR vs. System
Hello everybody, I would like to estimate a VAR-Model comprising of two equations. e.g.: Var_1=C(1)+C(2)*Var_1(-1)+C(3)*Var_1(-5)+C(4)*Var_2(-1) Var_2=C(5)+C(6)*Var_2(-1)+C(7)*Var_2(-3)+C(8)*Var_2(-4)+C(9)*Var_1(-1) When I use the VAR-object I can only use the same amount of lags for each variable. ...
