EViews.com

Maybe GARCH-models?

I should mention, that I have hourly data for the prices. Normally, the prices are the same in several hours, then jumping to another level for some time, then jumping back... and then, between all these jumps which occurs every few hours, extreme spikes are sometimes observed. A typical day could l...

Hi. I am doing an analysis over imbalance prices in the electricity markets. These prices are characterized by being quite stable most of the time, and then suddenly showing extreme deviations from the trend. I am wondering which model / setup would be ideal for this analysis - anyone got any input?...

I have tested the problem using different data - and even though the difference in estimates isn't big, the problem seems to endure over different workfiles. So I ignore it for now. I'm now facing a different problem: How do Eviews manage unbalanced panels? Does the program automatically change the ...

Yes - I do.

I have 7 explanatory variables and a constant. Only one of the explanatory variables is endogenous, and I only got 1 instrument for this. The remaining exogenous explanatory variables I use as instruments for themselves.
I have an instrument rank on 209.
I have 217 individuals in the cross section.

Doesn't work :/

Ok, thanks - I'll do that.
But do you think that will solve the problem?

Eviews 7.1
Sep 10 2010 build

Can't post the workfile atm... but there is some missing data for some of the cross sections, for some of the periods - could that be the problem?

Hi. I have this weird problem: I am estimating a panel tsls. The estimation of the model is done encountering no errors or anything of the sort. But when I try to place the instruments in a different order, something really weird happens: my estimates change! That is, the case where the instruments ...