## Search found 3775 matches

Tue Jan 09, 2024 7:06 am
Forum: Programming
Topic: If - Else code
Replies: 5
Views: 5929

### Re: If - Else code

I think you don't want equal signs inside @recode.
Sun Sep 03, 2023 2:25 pm
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

Makes sense
Sun Sep 03, 2023 1:51 pm
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

Okay. So it is nice if there is little multicollinearity. It is also nice if we have many observations and other things. For a given dataset and a correctly specified number of lags, ols is the best we can do…multicollinearity or not.
Sun Sep 03, 2023 1:24 pm
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

Specifying lags is part of specifying a model.

You still haven’t said why you think an estimate with multicollinearity is bad.
Sat Sep 02, 2023 9:51 pm
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

Correct. But this is a consequence of the data and the model. Basically, ols is optimal in the presence of multicollinearity.
Sat Sep 02, 2023 1:03 pm
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

Yes. But these problems have very different consequences. What problem do you think multicollinearity causes?
Thu Aug 31, 2023 9:28 am
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

You are right that there is a distinction. Of course, once you've run the ARDL you get estimates and standard errors for trhe case at hand.

In principle 20 or 30 observations might be okay. In practice I would say it likely isn't enough.
Thu Aug 31, 2023 8:33 am
Forum: Econometric Discussions
Topic: ARDL and multicollinearity
Replies: 14
Views: 23057

### Re: ARDL and multicollinearity

A first question is why you care about multicollinearity??? For many macro time series determining exact timing of effects is quite hard. So ARDL models do have a lot of multicollinearity. That means individual coefficients are not well identified. But functions of the coefficients, such as long-run...
Tue Aug 15, 2023 7:03 am
Forum: Installation and Registration
Topic: Integrating Eviews into Python environment
Replies: 3
Views: 48847

### Re: Integrating Eviews into Python environment

Thu Aug 03, 2023 7:04 am
Forum: Estimation
Topic: Syntax Error
Replies: 1
Views: 3318

### Re: Syntax Error

Are you missing the multiplication sign after c(3)?
Tue Jul 25, 2023 7:02 am
Forum: Programming
Topic: Dummy variable UP/Down
Replies: 9
Views: 6738

### Re: Dummy variable UP/Down

Gareth's suggestion does what you ask. In your file you have the dummy stay zero if the return stays constant after it first falls. Is that what you want?
Sun Jul 23, 2023 5:29 pm
Forum: Bug Reports
Topic: Near singular matrix in unit root test
Replies: 1
Views: 3838

### Near singular matrix in unit root test

Run a unit root test on lowFreq in the attached work file. You get an error message. You can make the error message go away by reducing the maximum number of lags. Nonetheless, I think this is a bug.
Mon Jul 17, 2023 2:57 pm
Forum: Programming
Topic: xget and dataframes
Replies: 5
Views: 5552

### Re: xget and dataframes

You might want to take a look at https://cran.r-project.org/web/packages/EviewsR/vignettes/EviewsR.html, which may give you a different, but easier, approach.
Mon Jul 17, 2023 6:42 am
Forum: Estimation
Topic: is an illegal or reserved name.
Replies: 2
Views: 4218

### Re: is an illegal or reserved name.

Does the message tell you the name that is causing the problem?
Wed May 17, 2023 6:21 pm
Forum: Estimation
Topic: Different result with P(1-P) and P*(1-P)
Replies: 3
Views: 4089

### Re: Different result with P(1-P) and P*(1-P)

Code: Select all

`P(1-P)`

means P lagged 1-P periods, not multiplication.