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Thanks

I am trying to carryout pair wise granger causality for about 16 series, I have tried using the VAR method to select the optimal lag length. It seems that the different criteria except SC (which always chooses zero) just automatically select the max lag lenth chosen, I tried up to 40 lags and I got ...

Hi,
Please I need some guidance on how to obtain the residual variance covariance matrix for a simple equation estimated using TSLS. The covariance matrix option in the estimation output selections only shows the coeffcient covariance matrix.

Thanks

Thank you both for your suggestions

Thanks for your response. I have actually tried using the freeze command. Since It's a rolling window context, the software froze each weak instruments page as it estimated each window. When the frozen pages numbered about twenty, the computer declared that too many pages were open. If I had had to ...

Hi Gareth,

Thanks for for your previous help. I wanted to find out what string can be used to call cragg-donald statistics(weak instruments diagnostics f-stats) into a matrix. e.g @coefs.....coefficient vector. I have checked the object reference but i wasnt lucky.

Thanks

Thanks!

Hi, I have been able to run a rolling regression for instrumental variable estimation using e-views 7. I need to program a loop that will estimate and store weak instrument diagnostics for each of the windows. I am able to do this when estimating a single window/regression (using the weakinst comman...