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Found it! I was looking for

!result = @uidialog("edit", %eq, "enter model1")
%vars={%eq}.@varlist

Cheers,

ps: one could argue to just copy and past the regressors in the @uidialog("edit",%regs,"enter regressors"), but this has a limited amount of characters the user can put in. The models I create contain a lot of variables (with proper labelling to be clear of what is what), so this...

Dear Eviews forum, version: Eviews8 I was wondering if it is possible to assign the regressors of an existing equation to variables in a program? For example, let equation1 be: y c x1 x2. In the program I would like to assign x1 and x2 to %regressor1 and %regressor2. I want to make the program more ...

For example, the resid series automatically change whenever you estimate a new model. The plot of this series automatically changes whenever you estimate a new model.

Dear Gareth (or fellow econometric companions, but most likely Gareth), Suppost you estimate a model and want to look at a few diagnostics (normality, VIF, residual table, etc), then you freeze each window in order to look at them all simultaneously. Next you would like to estimate a new model, is t...

Thank mucho Gareth

The User Guide seems pretty useless if it isn't correct...

http://forums.eviews.com/viewtopic.php?f=4&t=3454

Could you please answer my question, why the difference in computing the VIF?

Dear Eviews brothers, Theoretically, the uncentered VIF is the variance of the coefficient divided by the variance of the coefficient if the equation only contained that specific regressor and no constant. Eviews computes this different, something with inproduct of the regressor times some variance ...

I didn't solve the problem yet, but this gives me reassurance of what is wrong and what not. Your help is much appreciated! :D

Hi Starz, Thank you for the quick response. Unfortunately Chapter 21 of the user guide (of eviews 6) is about "Working with Spools", it does not contain formula (21.3). I can't access the quick help reference on the web for some reason. Is the computation of the standard error the same as ...

Eviews version 6 Dear Forum, I'm currently verifying my 2sls estimator of Matlab with Eviews. The coeficients are the same, but the standard error is not. Hence my question, does one of you know how the std. error of the two stage least squares in Eviews is computed? My model has 1 endogenous regres...

thank you very much

{eviews-6} Hello everyone, I modified the GARCH example file in eviews 6 to be able to estimate a realized garch model. The model is defined as: http://img836.imageshack.us/img836/1395/realgarch11.png with rt=returns ht=conditional variance xt=realized kernel (high frequency data variable) zt~nid(0,...

{using Eviews 6} Dear Eview fanatics :eviews6: I would like to use eviews to estimate a Realized GARCH model (Hansen, Huang, Shek, 2010). This would involve programming it, since the model is relatively new and it isn't integrated in eviews. I did the programming tutorials in "An introduction ...

Note that the Empirical Distribution Test can be used to test whether a series matches a specific distribution. It should not be used to find which distribution a series does match. Why not? I know that when we do that we can give any data set very good fit, which can be false as the actual gdp mig...