Search found 4 matches

by Florian
Sat Sep 03, 2011 7:43 am
Forum: Estimation
Topic: Resampling problem
Replies: 1
Views: 1913

Resampling problem

Hello, I am trying to resample residuals in a panel with countries and Quarters as units. I have one series containing all observations for the residuals. I want the residuals to only be resampled within a country and hence have written the following code: smpl 1960q1 2007q4 equation gls_fixed_y.ls(...
by Florian
Tue Aug 16, 2011 3:19 am
Forum: Estimation
Topic: Bootstrapping problem
Replies: 2
Views: 2649

Re: Bootstrapping problem

Attached the program!
by Florian
Tue Aug 16, 2011 3:16 am
Forum: Estimation
Topic: Bootstrapping problem
Replies: 2
Views: 2649

Bootstrapping problem

Hello, I am trying to estimate a VAR with GLS in EVIEWs and am performing bootstrapping in order to get a confidence interval for the variables of interest. Every time I run the model I get the following error message: Positive or non-negative argument to function expected in computation of group we...
by Florian
Thu Aug 11, 2011 7:06 am
Forum: Estimation
Topic: Estimation of VAR with GLS instead of OLS
Replies: 1
Views: 2233

Estimation of VAR with GLS instead of OLS

Hello, being relatively new to EViews I have a question concerning the estimation of a vector autoregression. Specifically, I am trying to run a normal VAR using the interface but want it to estimate with GLS and hence taking into account possible heteroskedasticity issues. Is there any way that thi...

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