Hello,
I wonder how to obtain the conditional variance after garch estimation. I know it can be done by proc-make GARCH variance. But I am writing a program, so I need to know how I can obtain conditional variances and estimated residuals by writing commends in an Eviews program.
Thank you
Search found 5 matches
- Mon Aug 22, 2016 9:29 am
- Forum: Estimation
- Topic: how to obtain conditional variance after garch estimation in a program
- Replies: 1
- Views: 2441
- Mon Feb 28, 2011 12:06 am
- Forum: Estimation
- Topic: iteration of variance-covriance matrix
- Replies: 1
- Views: 2041
iteration of variance-covriance matrix
I wonder can Eviews do iteration of variance-covariance matrix when estimating multiple equations by three stage least squares. It seems that Eviews can just iterate coefficients.
thanks
Charile
thanks
Charile
- Tue Feb 01, 2011 3:35 pm
- Forum: Programming
- Topic: Can Eviews compute the Divisia price index and quantity
- Replies: 0
- Views: 1707
Can Eviews compute the Divisia price index and quantity
Can Eviews compute the Divisia price index and quantity directly by combining a couple of prices variable with quantities variables?
- Sun Jan 09, 2011 8:55 pm
- Forum: Programming
- Topic: How to form coefficients covariance matrix object
- Replies: 2
- Views: 3827
How to form coefficients covariance matrix object
Hi,
I wonder how to form a covariance matrix object for selected coefficients after estimation. For example, I got c(1) to C(10), ten coefficients from an estimation commend, but I only need form a matrix object which is the covariance matrix of C(1), C(5), and c(10). How can I achieve it?
Thanks
I wonder how to form a covariance matrix object for selected coefficients after estimation. For example, I got c(1) to C(10), ten coefficients from an estimation commend, but I only need form a matrix object which is the covariance matrix of C(1), C(5), and c(10). How can I achieve it?
Thanks
- Thu Jan 06, 2011 7:46 pm
- Forum: Programming
- Topic: compute pvalue for functions of coefficients and series
- Replies: 1
- Views: 2310
compute pvalue for functions of coefficients and series
Hello, I just wonder is there any commend and other procedures available in Eviews 6 or 7 to compute the pvalue or standard errors for functions of estimated coefficients and series. For example, I estimated a system of translog functions ( Eviews 6 user guide Ⅱ, page 324, Chapter 33), and then comp...
