Search found 6 matches

by tompan
Thu Jan 26, 2012 3:20 am
Forum: Estimation
Topic: Starting values in Univariate GARCH models
Replies: 2
Views: 3437

Re: Starting values in Univariate GARCH models

I guess im fully covered
Thanks for the reply
Regards
Thomas
by tompan
Wed Jan 25, 2012 1:49 pm
Forum: Estimation
Topic: Starting values in Univariate GARCH models
Replies: 2
Views: 3437

Starting values in Univariate GARCH models

Dear all I have a question about the starting coefficient values of the iterative process in a univariate GARCH model.The manual does not provide sufficient information about this topic. What does the OLS/TSLS value indication option mean? What happens if i select another option such as 0.8* OLS/TSL...
by tompan
Sun Jul 24, 2011 3:43 am
Forum: Data Manipulation
Topic: Forward-backwards interpolation
Replies: 2
Views: 3376

Re: Forward-backwards interpolation

its ok.I guess is a cool topic to create some routines for because its not easy to find anywhere
Thanks
Regards
TP
by tompan
Fri Jul 22, 2011 5:59 am
Forum: Data Manipulation
Topic: Forward-backwards interpolation
Replies: 2
Views: 3376

Forward-backwards interpolation

Hello

I have an unbalanced panel set, and im trying to fill in the missing values.
I have missing values at the beggining and the end of the time series which cannot be interpolated.
Is there a way or a routine to achieve backwards and forward interpolation?

Regards
by tompan
Fri Jul 15, 2011 8:17 am
Forum: Estimation
Topic: Panel Data - Quantile Regression
Replies: 5
Views: 8054

Re: Panel Data - Quantile Regression

If i created the lags of the variables i want to include in my model in excel
and add them as variables in my panel set later on
would my estimation be correct?
by tompan
Fri Jul 15, 2011 4:12 am
Forum: Estimation
Topic: Panel Data - Quantile Regression
Replies: 5
Views: 8054

Panel Data - Quantile Regression

I have a panel data set and one of the options that appear is quantile regression.

would it be possible to let me know what exactly is EViews estimating in this case?

regards

Go to advanced search