Search found 13 matches
- Sun Nov 07, 2010 4:48 am
- Forum: Programming
- Topic: Out-of-sample PCs
- Replies: 0
- Views: 2036
Out-of-sample PCs
Hi, I have a problem that I can't solve. Using the data from year t-1, I'd like to estimate eigenvectors and sorted from the largest to smallest eigenvalue. Then, I need to estimate principal components from returns in the subsequent calendar year (or year t). In other words, the weightings (eigenve...
- Sun Nov 07, 2010 4:46 am
- Forum: Estimation
- Topic: Estimate out-of-sample principal components
- Replies: 0
- Views: 2122
Estimate out-of-sample principal components
Hi, I have a problem that I can't solve. Using the data from year t-1, I'd like to estimate eigenvectors and sorted from the largest to smallest eigenvalue. Then, I need to estimate principal components from returns in the subsequent calendar year (or year t). In other words, the weightings (eigenve...
- Sun Jul 04, 2010 2:42 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139836
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
Hi Gareth or anyone, I successfully added in the Bai-Perron test. Do you know where I can get the manual to understand the results? I searched from Internet and help function in R program but couldn't find it. I regressed adjusted R-square on time and got the following results. Will appreciate very ...
- Fri Jul 02, 2010 7:54 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139836
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
Merih: I also have the same problem. Can you please let me know once you figure out? Thanks!
- Fri Jul 02, 2010 1:09 pm
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 139836
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
Hi,
Does anyone know how I can perform this test? I'm using Eviews 7 and can't find it.
Thank you.
Does anyone know how I can perform this test? I'm using Eviews 7 and can't find it.
Thank you.
- Fri Oct 09, 2009 7:58 pm
- Forum: Estimation
- Topic: Detecting influential observations
- Replies: 3
- Views: 5253
Re: Detecting influential observations
Thank you very much, Trubador and Hetero. I really appreciate your suggestions.
- Wed Oct 07, 2009 6:39 pm
- Forum: Estimation
- Topic: Detecting influential observations
- Replies: 3
- Views: 5253
Detecting influential observations
Hi, Does anyone know how we can detect influential observations from time series of data using Eviews? For instance, I have two time-series daily return data of Argentina and Chile and they are highly correlated. I would like to check which observations causes such high correlation, so how can we de...
- Mon Jul 20, 2009 1:25 am
- Forum: Estimation
- Topic: Odds ratio for multivariate logit
- Replies: 0
- Views: 3416
Odds ratio for multivariate logit
Dear All,
I wonder if anyone knows how to estimate [i]odds ratio[/i] for multivariate logit regression using eviews.
Thank you.
Kuntara
I wonder if anyone knows how to estimate [i]odds ratio[/i] for multivariate logit regression using eviews.
Thank you.
Kuntara
- Mon Jun 22, 2009 7:55 pm
- Forum: Estimation
- Topic: Propensity score matching
- Replies: 2
- Views: 5040
Re: Propensity score matching
Thanks, Javier. I will take your advice.
- Fri Jun 19, 2009 2:49 pm
- Forum: Estimation
- Topic: Propensity score matching
- Replies: 2
- Views: 5040
Propensity score matching
Hi, I wonder if you know the algorithm to perform propensity score matching via Eviews. It is the matching procedure based on propensity scores developed by Deheja and Wahba (1999, 2002). It's used to find matching firms based on some characteristics such as age, industry, book-to-market and to cont...
- Sat Mar 28, 2009 11:27 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191037
Re: Dynamic conditional correlation multivariate GARCH
Thank you very much. I really appreciate your help.
- Mon Mar 16, 2009 10:22 pm
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 191037
Dynamic conditional correlation multivariate GARCH
Hi
I'm a rigorous Eviews user for research.
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!
I'm a rigorous Eviews user for research.
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!
- Mon Mar 16, 2009 12:04 pm
- Forum: Programming
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 0
- Views: 2665
Dynamic conditional correlation multivariate GARCH
Hi I'm a rigorous Eviews user for research.
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!
Does anyone know how we can write a program to perform Dynamic Conditional Correlation Multivariate GARCH in Eviews?
If you know, please email me at kpukthua@mail.sdsu.edu
My name is Kuntara. Thank you very much!