Search found 4 matches
- 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(...
- Tue Aug 16, 2011 3:19 am
- Forum: Estimation
- Topic: Bootstrapping problem
- Replies: 2
- Views: 2649
Re: Bootstrapping problem
Attached the program!
- 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...
- 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...
