Search found 18 matches
- Tue Jul 15, 2014 10:25 pm
- Forum: Estimation
- Topic: Robust estimation S and MM methods
- Replies: 6
- Views: 5576
Robust estimation S and MM methods
I'm trying to run S and MM robust methods and I get an error: "Maximum number of singular subsamples reached". The model runs ok in M-estimation (multivariare ols): corruption100 regulation ideology100 gender age polsci australia china c the last three are dummy variables...I presume the m...
- Mon Oct 21, 2013 5:31 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Thanks...I appreciate whatever you guys do...you've already been a great help.
Cheers
Barry.
Cheers
Barry.
- Thu Oct 17, 2013 4:50 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Hi guys, I've been running this program (DCC below)- seems to work ok. However, where i'm getting stuck is that it only works when I've got data beginning on row one. I'm trying to get it to work on a new data set where one of the series doesn't have any data for a few rows. I'd like to get it to ru...
- Wed Oct 09, 2013 2:16 pm
- Forum: Programming
- Topic: Inverse Mills Ratio
- Replies: 2
- Views: 4151
Re: Inverse Mills Ratio
Thanks for the quick response...I think I was a bit tired last night when doing this stuff...but all is good.
Cheers
Barry.
Cheers
Barry.
- Wed Oct 09, 2013 1:00 am
- Forum: Programming
- Topic: Inverse Mills Ratio
- Replies: 2
- Views: 4151
Inverse Mills Ratio
Hi, I'm trying to calculate the IMR...I've looked at the response by Gareth: eq01.makeresid ordinary eq01.makeresid(g) general eq01.fit yprob series imills2 = general*(1-yprob)/ordinary I can understand creating the ordinary residuals and the generalized residuals...done that. I can understand creat...
- Fri Sep 20, 2013 1:08 am
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
OMG!!! I was that close?????
Thank you so much for your help!
Now I'm off to learn more about this beast DCC and eviews!
Hopefully, you won't see me here again!
(although I wouldn't bet on that!)
Thanks, thanks, thanks...
Cheers
Barry
Thank you so much for your help!
Now I'm off to learn more about this beast DCC and eviews!
Hopefully, you won't see me here again!
(although I wouldn't bet on that!)
Thanks, thanks, thanks...
Cheers
Barry
- Thu Sep 19, 2013 4:22 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Anyone have any ideas on where I might be able to begin...anything?...:-( I've found someone who can do it in Matlab in a couple of weeks...I've a program in RATs from someone else... Maybe i've picked the wrong application to start this project?? Anyway, I shall leave if for a few more days and if ...
- Tue Sep 17, 2013 4:21 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
I'm on a roll! Fixed the warning on close- Thanks for that! Since I've fixed the warning this resolves the word issue- thanks for that too! Next step...I've found a DCC codes and I'm trying to run it. I can understand the code to some limited extent but I'm stuck on the sample. I've read some of the...
- Mon Sep 16, 2013 4:58 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
OK. I've amended the code so it does 20,30,50,100 windows, all in one go! I'm like a kid with a new toy... Don't laugh! I haven't done any programming for 30years...well, any that has worked. The only thing i've found a bit unnerving is that you can delete the eviews program without a prompt asking ...
- Mon Sep 16, 2013 1:28 am
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Amazing how easy life can be with a small adjustment!
All good with the non-overlapping correlations...did it across 20, 30, 50 and 100 day non-overlapping windows..crosschecked a few with excel....too easy.
now I'm ready to move onto DCC...any help again much appreciated.
Regards
Barry
All good with the non-overlapping correlations...did it across 20, 30, 50 and 100 day non-overlapping windows..crosschecked a few with excel....too easy.
now I'm ready to move onto DCC...any help again much appreciated.
Regards
Barry
- Mon Sep 16, 2013 12:30 am
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Gives you some idea how igorant I am of how to use eviews...thought I could run such a thing from the program line...sorry to take up your valuable time... and thanks.... I shall go away and play with this for a while. No doubt I will have to come back for some help on DCC...if you can give me some ...
- Sun Sep 15, 2013 7:49 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Well, Version 8 didn't help solve my problem.
Attached are various screen shots and what i did.
End result is Cor not defined.
Any help again gratefully appreciated.
Cheers
Barry.
Attached are various screen shots and what i did.
End result is Cor not defined.
Any help again gratefully appreciated.
Cheers
Barry.
- Fri Sep 13, 2013 2:07 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Bugger...I've just realised that the version I'm using on my laptop is Eviews7 while at work its Eviews8, I'm away from work at the moment so I'll have to wait until I get back to work (Monday) before I run it on Eviews8 to see if that makes the difference. I don't see why this should make the diffe...
- Thu Sep 12, 2013 4:13 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
If I just do this bit it tells me I've an illegal date. :-(
pagecontract if asx200returns<>0
%pagesmpl = @pagesmpl
%beg = @word(%pagesmpl,1)
!beg = @dtoo(%beg)
pagecontract if asx200returns<>0
%pagesmpl = @pagesmpl
%beg = @word(%pagesmpl,1)
!beg = @dtoo(%beg)
- Thu Sep 12, 2013 12:38 pm
- Forum: Programming
- Topic: Dynamic conditional correlations
- Replies: 23
- Views: 22293
Re: Dynamic conditional correlations
Thanks but that didn't work. I copied the code to create a new page and a new page with 4999 obs was created. Then I copied the code you wrote previously and it said 'cor is not defined'. I tried doing parts of the code and didn't have any success either. God help me when I get to try to do the DCC!...
