Search found 5 matches
- Sat Jul 23, 2011 4:52 am
- Forum: Estimation
- Topic: Run Nonlinear Rolling Regression Code Need Help
- Replies: 4
- Views: 7208
Re: Run Nonlinear Rolling Regression Code Need Help
No one can do that
- Thu Jul 21, 2011 9:32 am
- Forum: Estimation
- Topic: Run Nonlinear Rolling Regression Code Need Help
- Replies: 4
- Views: 7208
Re: Run Nonlinear Rolling Regression Code Need Help
I know the first part is simple regression.
It's just the way to compute VARIANCE.
Can you help me with that?
It's just the way to compute VARIANCE.
Can you help me with that?
- Thu Jul 21, 2011 2:58 am
- Forum: Estimation
- Topic: Run Nonlinear Rolling Regression Code Need Help
- Replies: 4
- Views: 7208
Re: Run Nonlinear Rolling Regression Code Need Help
Can you help me Gareth...?
- Wed Jul 20, 2011 10:46 am
- Forum: Programming
- Topic: An introduction to EViews programming.
- Replies: 119
- Views: 906233
Re: An introduction to EViews programming.
How can I store the coefficients with the highest R-squares?
- Wed Jul 20, 2011 10:17 am
- Forum: Estimation
- Topic: Run Nonlinear Rolling Regression Code Need Help
- Replies: 4
- Views: 7208
Run Nonlinear Rolling Regression Code Need Help
I am running a complicated regression concerning ICAPM and using a MIDAS method to compute the weights to in calculating variance,the equations are attached in the word file: The main regression is ICAPM: Rt+1=μ+βVar(Rt+1) and the tricky part is the way to compute Var(Rt+1) I attached in the end. It...