Search found 3 matches

by fuertes
Mon Oct 03, 2011 12:16 am
Forum: Estimation
Topic: ARFIMA
Replies: 0
Views: 1691

ARFIMA

Dear EViews Users, Has anyone tried to program the estimation of an ARFIMA model in EVIews who can offer advice on whether it is feasible? I could use other software to do this but since I am currently programming other parts of the same research project in EViews, I would rather confine all the cod...
by fuertes
Sat Oct 01, 2011 1:08 am
Forum: Programming
Topic: DCC (Dynamic Conditional Correlation)
Replies: 1
Views: 3216

DCC (Dynamic Conditional Correlation)

Dear Eviews users,

Could anyone please share with me the EViews code to estimate a bivariate DCC-GARCH model? I am trying to use this model as part of a forecasting exercise. Thank you very much in advance.

pelu1sin
by fuertes
Fri Mar 04, 2011 4:31 pm
Forum: Programming
Topic: reordering columns of matrix according to a row
Replies: 1
Views: 2325

reordering columns of matrix according to a row

Dear EViews Forum users, Let A denote a 2x3 matrix. I would like to sort (reorder) the columns of A according to the elements in the 3rd row from smallest to largest, ie if matrix A is 2 5 6 7 -2 4 3 2 7 the new sorted matrix would be 5 6 2 -2 4 7 2 7 3 Gauss has simple functions to do this. I would...

Go to advanced search