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Hi, I'm trying to specify the following state-space model: @signal dlrgdp = c(1) + c(2)*dlrgdp(-1) + c(3)*dhom(-23) + sv1*dhom(-23) + [var = exp(c(9))] @state sv1 = c(5)*sv1(-1) + [var = exp(c(7))] But the output window indicates: "Failure to improve likelihood after X iterations"... How t...

Hi everyone, I'm trying to construct a state space model based on an AR model of the dependent variable. My state space model should be relatively simple since I have only one explicative variable which as a time-varying coefficient. I want to estimate the elasticity of this explicative variable (de...

Hi,

Do yxou know how to put these cointegrated vectors in the initail regression (in order to take into account the cointegrated vectors)?

Thanks,

D.

Hi everyone, I'm measuring the effect of crime on investments in Rio de Janeiro. To do so, I'm using the following investment function: I = f(Y, K, r, E, O) ; where I = investments, Y = GDP, K = capital stock, r = interest rate, E = investor's confidence, O = openess of the economy (X+M). In order t...

By isolate, the author means remove the long-run relationship. There is no way to detect or measure a long-run relationship among time series if they are not cointegrated. The maximum you can do is measure the short-run relationship between them by interpreting elasticities of differenciated variabl...

Guys, D(logY) is not equal to the "rate of change of logY"! The rate of change (=growth rate) of logY is equal to: log(logYt)-log(logYt-1). In EViews language: log(logY)-log(logY(-1)). If you're not convinced, just graph in the same graph the growth rate of Y and its first difference. You ...

Hi, You did a big mistake in your 3): You CAN NOT transform annualy data into monthly data... Doing so, you speculate the values of your series. It's absolutely not permitted to do it if your not sure of the volatility of your series. For example, it is possible to transform annually dat into monthl...

At levels.

But do you know how to apply the Pantula's Principle in order to determine the best model (with/without ternd; with/without intercept)? I mean, do you know the code for this Pantula's principle?

Thanks,

D.

Hi everyone, I'm measuring the effect of crime on investments in Rio de Janeiro. To do so, I'm using the following investment function: I = f(Y, K, r, E, O) ; where I = investments, Y = GDP, K = capital stock, r = interest rate, E = investor's confidence, O = openess of the economy (X+M). In order t...