Search found 18 matches

by barryoli
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...
by barryoli
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.
by barryoli
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...
by barryoli
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.
by barryoli
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...
by barryoli
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
by barryoli
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 ...
by barryoli
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...
by barryoli
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 ...
by barryoli
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
by barryoli
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 ...
by barryoli
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.
by barryoli
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...
by barryoli
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)
by barryoli
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!...

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