Search found 10 matches

by Chris_Ger
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...
by Chris_Ger
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 ...
by Chris_Ger
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...
by Chris_Ger
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)?
by Chris_Ger
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...
by Chris_Ger
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
by Chris_Ger
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 "...
by Chris_Ger
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 "...
by Chris_Ger
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...
by Chris_Ger
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. ...

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