Search found 4 matches
- Mon Jan 10, 2022 10:04 am
- Forum: Econometric Discussions
- Topic: BVAR forecast s.e. in EViews 11
- Replies: 0
- Views: 18907
BVAR forecast s.e. in EViews 11
Hi, I have a couple of questions regarding BVAR forecast s.e. EViews 10 allows producing forecast s.e. for BVAR. However, this option is not available in EViews 11. The technical note says "Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulat...
- Thu Mar 17, 2016 7:17 am
- Forum: Estimation
- Topic: missing data in sspace
- Replies: 3
- Views: 3104
Re: missing data in sspace
Thanks, Trubador. My state space model includes both monthly and quarterly series, which require the mixed frequencies setup. I learnt from other software to treat the missing months in the quarterly series as missing observations. Is there a way in the sspace module to handle the mixed frequencies ...
- Wed Mar 16, 2016 7:17 am
- Forum: Estimation
- Topic: missing data in sspace
- Replies: 3
- Views: 3104
missing data in sspace
Dear all, I have a question regarding how exactly the sspace handle missing data. Based on my experience with other software, I can use a binary indicator (0 or 1) to indicate which observations are supposed to be omitted from the maximum likelihood estimation process. Then, the ML process is modifi...
- Tue Dec 03, 2013 1:46 pm
- Forum: Programming
- Topic: mixed frequency and SSpace
- Replies: 1
- Views: 2067
mixed frequency and SSpace
Dear All,
I have a question regarding SSpace and mixed frequency (monthly and quarterly).
How do I specify mixed frequency in EViews 8 using SSpace? I have 4 signal equations (3 monthly and 1 quarterly).
I cannot find any clues from the User Manuals. Any insights would be highly appreciated.
Best,
Tom
I have a question regarding SSpace and mixed frequency (monthly and quarterly).
How do I specify mixed frequency in EViews 8 using SSpace? I have 4 signal equations (3 monthly and 1 quarterly).
I cannot find any clues from the User Manuals. Any insights would be highly appreciated.
Best,
Tom