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When estimating quantile regression I can choose to use the syntax instead of the menus in EViews (e.g. qreg(quant=0.6, cov=boot, btmethod=mcmba) y c x). However, if I want to conduct Newey and Powell's (1987) Symmetry Testing, or Koenker and Bassett's (1982) Slope Equality Testing, I cannot find an...

I have used the Bai-Perron addin before and it have worked fine. Therefore I know for a fact that I am not missing anything on my computer, the only problem should be in my code below. I have updated to the latest versions of R, EViews 7.2, the addin, the package strucchange. WFOPEN "C:\temp\y....

Comment selection is a great command, but the problem is that most people also writes text comments that explains the written code in the middle of the code. Is it possible to use some kind of command that skips all rows between row 3 and 7. That is, something like: syntax 1 syntax 2 syntax 3 syntax...

Let's say I want the program to read rows 1-2, and rows 8-9 then I can just put the sign: ' in front of the rows 2, 3, 4, 5, 6, and 7 to skip these rows syntax 1 syntax 2 'syntax 3 'syntax 4 'syntax 5 'syntax 6 'syntax 7 syntax 8 syntax 9 Is it possible to use some kind of command that skips all row...

Moreover, I would like to do some bootstrapping in pairs (or nonparametric bootstrap). The part with Y.resample y_{%k}_b and Z1.resample Z1_{%k}_b works fine, but when I change to a resampling with gtmp.resample(suffix=_{%k}_b). I want to save with the suffix _{%k}_b just as for y and Z1 resample. g...

Let's say I have generated a series y with 1000 observations.
I want to see how many of these 1000 observations that are negative (like a @ count-if-routine). Is there an EViews routine for this?

OK, is there anyone else on this forum with any idea on how to estimate standard errors (or t-stats or critical values) for ridge coefficients?

OK, thanks! Can you give some solid hints on how to obtain these standard errors for the slope coefficient estimates? Should I use bootstrapping to obtain the standard errors, or do not you suggest something else? There is group.resample but since I cannot find a group resample (bootstrap in pairs) ...

I use EViews 7.2 with the add-in ridgereg.prg (http://www.eviews.com/Addins/addins.shtml) I would like to have help with modifying the code in ridgereg.prg (see the attached code) so that I can OBTAIN STANDARD ERRORS from the estimated slope coefficients in the ridge regression model. As it is now, ...