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Hi, is there a pdf/Word guide for commands for this EqTabs function, eg. the summary and stack form. I remember I saw this before, but can't find it now.

chang

Can someone help on this one please? For running quantile regressions, how can data be organised? Is the workfile defined as 'undated', and the observations are ranked according to the size of the dependent variable? Or this regression can be done in time series workfiles, and 'qreg' already automat...

Hi

I am using Eviews 9. Can Eviews do panel VAR estimation?

Best,

Chang

Dear Gareth, I am using Eviews 9. Is there a way to find which percentile does an observation lie? For example, I have the daily trading volume of the euro from 1/1/2014 to 31/12/2016. I want to see the trading volume on, eg. 1/8/2016, lies at which percentile among all the observations in the serie...

Dear Sir/Madam, I got bumpy coefficient series when I run rolling regressions (a fixed effect model in a pool object). I learn that it can be smoothed by fitting a kernel around the centre of the observations, giving the observations in the centre the biggest weight, and less weight to the observati...

I should mention that I use Eviews 9. Chang

Dear Gareth, I got very bumpy coefficient series from rolling regressions. I learned that it is possible to smooth the estimates by fitting a kernel around the observations, giving the biggest weight to the observation in the centre and less weight to observations further away from the centre. My qu...

Got it. Many thanks Gareth. Chang

I still don't know how to refer to the standard errors of a variable in a pool regression.

I did this (p_ae is the pooled object):

p_ae.ls(cx=f) cpi? c cpi?(-1)
scalar test=p_ae@stderrs(2)

I get the error 'syntax error'. How can I write the command to get the standard error for cpi(-1)?

chang

Dear Gareth, many thanks for this. Very useful. I have a related question. Is there a direct way of storing an explanatory variable's standard errors from a pooled object (using FE estimator)? I estimate (p_ae being a pooled object) : p_ae.ls(cx=f) cpi? c cpi?(-1) ppi_inf?(0 to -3) Then I can get th...

Dear Sir/Madam, I want to do rolling estimations of a fixed effects model in a pool object. I need to calculate the long run elasticity, and compute the confidence band. What I thought I would do is a Wald test, which will give the value and standard error. But how can I store the value and se from ...

This might be useful indeed. For example, I always used READ as the main input method and didn't realise that it's outdated until this time it failed to work.

Many thanks.

Best,

Chang

Thanks.

Do you recommend to use IMPORT rather than READ now? The READ command I was so familiar with doesn't work now.



chang

I tried the import command. I got the message: 'incomplete date spec (no start date)'

Hi Gareth, I am a long term Eviews user, but new to Eviews 9. I have great problems inputting data into a wf, and the READ I am so familiar with doesn't work now. I got empty series (no data, no heading) when using the commands: read(b2, t=xls, sheet=total) volume_boe_eviews.xls 1 read(b2, t=xls, sh...