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I figured it out - for anyone else who wants to know.... 1. put all your variables into a group and name it g 2. Select 'Object, New, Sample', in the top box, enter your dates (or leave as @all). In the bottom box enter @robs(g)=g.@count. You will now have a sample called smpl1. 3. Estimate your equ...

thanks for your reply. How do I use @robs exactly? When I create a system of 2 equations for the SUR, do I add it in then? Tried that but it doesn't work...

Hi Gareth, if I start with an unbalanced dataset, is it possible to do a balanced data SUR regression?
i.e. can Eviews truncate the larger dataset for me?

Hi there, I am trying to do a Fama-MacBeth style regression. I have read through the very helpful example that was downloaded with the add-in. In that there are a number of variables pr11 etc. and a number of factors, however, the factors are the same for all variables through time. What I want to d...

Hi there, I have Eviews 7.2 and need to do a Bai-Perron breakpoint test. I read some of the threads and tried to install the add-in which was posted by Gareth on 5th April 2010. I got a message to say 'there was a problem sending the command to the program', however it did seem to go ahead and insta...

Hi there, I have done a series of OLS regressions on which I performed the Wald test to test if the constant was significantly different to zero and the slope significantly different to one. For robustness I wanted to repeat the regressions using GMM. In the top box where it says equation estimation...

Hi Gareth, thanks for that. The stopping criteria I've used are 0.2, I've tried other positive numbers but get the same pop up 'tolerances must be non-negative'. I've also tried combinatorial for the selection method with number of regressors set at 5 but still get the same result.

I am trying to do a stepwise regression but I keep getting the message 'Tolerance must be non-negative'. I don't know what this means, could you advise? I've put my dependent variable in the top, 11 independent in the bottom section and in options I've played around with everything I could think of ...