Search found 5 matches

by strongbarce
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

how to obtain conditional variance after garch estimation in a program

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
by strongbarce
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
by strongbarce
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?
by strongbarce
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
by strongbarce
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...

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