Search found 7 matches

by uchuk
Tue Apr 02, 2013 10:57 am
Forum: Programming
Topic: Resampling Columns of a Matrix
Replies: 9
Views: 5901

Re: Resampling Columns of a Matrix

when the number of the rows of the matrix is short according to columns, "resample" produces new matrixes which have exactly same rows (for examle just now I resampled the matrices againg and there are 4 rows are the same). Therefore the wald statistics are nearly same and the critical val...
by uchuk
Tue Apr 02, 2013 10:42 am
Forum: Programming
Topic: Resampling Columns of a Matrix
Replies: 9
Views: 5901

Re: Resampling Columns of a Matrix

of course. This is a just a part of my code. I try to estimate bootstrap critical values of the panel-granger causality test of dumitrescu and hurlin (2012), but this part of the code produce these results.
by uchuk
Tue Apr 02, 2013 10:34 am
Forum: Programming
Topic: Resampling Columns of a Matrix
Replies: 9
Views: 5901

Re: Resampling Columns of a Matrix

Hi again, I just increased the row of the matrix and I got the similar results: create u 10 'create random matrix matrix(20,40) bootkal rnd(bootkal) matrix bootkal2 = @resample(bootkal) In this sample, there are about 10 rows are same exactly. Does this problem arise since the number of cols > numbe...
by uchuk
Tue Apr 02, 2013 12:06 am
Forum: Programming
Topic: Resampling Columns of a Matrix
Replies: 9
Views: 5901

Re: Resampling Columns of a Matrix

Hi again, Again I got the same wrong results when I modify the code as follows. The resample code works fine when using "transpose" but it does not work fine in the cases of cols>rows matrices. There are same rows in the resulting matrix. create u 10 'create random matrix matrix(3,40) boot...
by uchuk
Mon Apr 01, 2013 3:06 pm
Forum: Programming
Topic: Resampling Columns of a Matrix
Replies: 9
Views: 5901

Resampling Columns of a Matrix

Hi, I want to bootstrap not rows of a matrix, but cols. Since to the my knowledge Eviews does not have a command for this situation, first I transposed the matrix, then resampled. But Eviews does not exactly resample the rows of the new matrix. The code is below matrix bootkal1 = @transpose(bootkal)...
by uchuk
Mon May 09, 2011 12:09 pm
Forum: Programming
Topic: Lag Selection via Tstat option
Replies: 3
Views: 2741

Re: Lag Selection via Tstat option

Yes, I read the features list and I think this feature is great but I use previous version of Eviews, I tried to write a code, but since I am new to the Eviews, i could not; is there a simple code to use this feature?
by uchuk
Mon May 09, 2011 2:33 am
Forum: Programming
Topic: Lag Selection via Tstat option
Replies: 3
Views: 2741

Lag Selection via Tstat option

Hi everybody,

I try to estimate an equation (ADF) by determining the optimal lag length via the significance of the last lag length. I tried to use several codes but I could not to this, can you help me?

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