EViews.com

Yes, that worked, thanks!

I can't as these data are not public. But I can replicate the issue with public data. See attachment. This file contains US CPI inflation, unemployment rate, and non-farm payrolls (an % chg). Running the Elastic Net using the built-in Min-Max regularization (equation eq_auto_transform in the datafil...

I am trying to understand EViews 12 ENet Min-Max regularization. When I estimate using the built-in Min-Max option I get the following results: Method: Elastic Net Regularization Sample: 1998Q2 2022Q4 Included observations: 96 Penalty type: Elastic Net (alpha = 0.5) Regressor transformation: Min-Max...

Dear friends, I am doing some experiments with Eviews SSpace object for estimation of trend/cycle of GDP, and I recently observed something at least intriguing for me: the order at which you specify @state equations do matter for the result of the ML estimation on this object! I will paste in what f...

:)

Thanks trubador, but still not matching exactly.

Dear all, I was trying to replicate the results obtained from the Eviews built-in Hodrick-Prescott filter, but I am a bit puzzled with some very small discrepancies. I tried the matrix solution as in http://forums.eviews.com/viewtopic.php?f=3&t=3877&hilit=hodrick+prescott , but the results a...

Can you please send us your covariance matrix and the number of observations? Notice that things are not supposed to match exactly (as they are random), but asymptoticaly they tend to be equal. Thus the number of observations in your sample may affect how these matrices "match". One way to...

Dear all, It follows a code that I have developed during some other works. It generates !size series randomly distributed according to a multivariate normal with the covariance matrix also generated randomly. This may be changed to generate according to the desired covariance matrix. Just make sure ...

Hello there, I would like to know how could I acess an object from a page other than the one currently active. I would like to do it without needing to change the active page using pageselect. I hope there is a way for doing so because it seems to me that this changes of pages are very performance c...

A note related to this procedure was published at:
http://www.accessecon.com/Pubs/EB/2009/ ... -I4-P6.pdf

# Description: this program implements the estimation and test of panel unit roots using the methodology proposed by Maddala and Wu (1999). It differs from the available procedure in the software by offering estimates of significance levels obtained from a bootstrap procedure. # Data type: panel. Th...

# Description: this program runs a proxy-variable search procedure between those variables pre-specified by the researcher as possible proxies for the focused theoretical variables. To do this it runs a sensitivity analysis, adapted from Sala-i-Martin (1997) that calculates confidence probabilities ...

# Description: this program estimates a power law for financial returns time series. See Gabaix (2008) section 6.
# Data type: times series.

The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works

# Description: this program decomposes an estimated regression variance into its explained and unexplained components, where the former is decomposed by explanatory variable.
# Data type: cross-section and panel.

The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works