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Hi. I am a new learner of frequency-domain analysis. I found that the FDfilter in eviews add-in is easy to use. However i am confused about several questions. I have read the document written by Corbea and Quliaris. They said in their paper that they developed this filter from Phillips (1991). My fi...

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Hi. I am a new learner of frequency-domain analysis. I found that the FDfilter in eviews add-in is easy to use. However i am confused about several questions. I have read the document written by Corbea and Quliaris. They said in their paper that they developed this filter from Phillips (1991). My fi...

Hi,

I know there is ideal band-pass filter in Eviews add-in. But can we use eviews to do band spectral regression? Now i am going to estimate spectral estimator in Engle(1974) but i don't know how to do it. What i have is time series data. Can anyone help me? Thank you very much!

There is an excellent paper to help your understanding: M. Marcellino, J. H. Stock, M. W. Watson (2005) "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series", J. of Econometrics (http://www.economics.harvard.edu/faculty/stock/files/Marcellino...

For the koko-minnesota prior, what is the overall tightness? And when i choose direct 1-step forecast, the coefficients are different from the coefficients under iternated forecast, is that right? Regarding upon the Ko-Ko Minnesota prior, the first parameter "overall tightness" implies th...

Hi i am a new learner of Bayesian VARs. The add-in on Eviews seems very useful. Is there any manual for this so that i can know better about the prior distributions? For the koko-minnesota prior, what is the overall tightness? And when i choose direct 1-step forecast, the coefficients are different ...