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Eviews moderators, can you help at least with part of my question(s)?

Dear all, I have few quick questions about what is behind the Johansen's VEC model that I hope someone could answer. I tried the manual and the web without luck. First, what optimization method does Eviews use for the in-built VEC object? And is the method different for estimating the cointegration ...

thank you!

many thanks, startz, for your reply. Yes, you are correct that I can solve for the three coefficients from the intercepts and the rest, but how do I get their distribution then? For whatever is worth I am interested in whether they are stat significant as well.

the mystery continues...a colleague of mine runs a different specification using the file I posted, he sends me back his Eviews file and playing around I run the model above (with a mistake in the 2nd and 3rd equation the dependent variables corrected) and no more near singular matrix error. I copy ...

any ideas, anyone? Perhaps the Eviews moderators can chime in? As I said this issue has become a mainstay with estimations based on system objects and it greatly reduces the flexibility in using the software. I have been searching for a solution for a while now, with no luck. thank you, c.

Hi all, I am hitting the 'near singular matrix' wall almost every time I try to run my models using 'system' object. I am attaching an example with the data and the specification I use (I should be using a var2 but let me just use a var1 as an example). Any suggestions and ideas would be very helpfu...

Hello, I want to test for cross-sectional dependence. I am running a multi-equation model using the system object and SURE as an estimator. My panel data is unabalanced. I work with data for several countries, and for each country I have 2 equations and at least 20 annual observations. Is there any ...

Hello, I want to test for cross-sectional independence. I am running a multi-equation model using the system object and SURE as an estimator. My panel data is unabalanced. I work with data for several countries, and for each country I have 2 equations and at least 20 annual observations. Is there an...

Has anyone tried to implement the Common Correlated Effects estimation of dynamic panel data models in a system object (multiple equations and cross-equation constraints)? The estimation is based on Pesaran 2006, and more recently Chudik and Pesaran 2013 for dynamic models. Stata has a command for t...

Thank you for your response. Would the patch be available through automatic update or do we have to download it from the site?

Eviews 8 (64 bit) build date=Dec 19, 2013
thank you.

Hi all, I am trying to estimate a structural VAR for the 50 states using this specification (SUR and about 3600 data points over 35 years): xak-wsak(-1)=c(1)*(xak(-1)-c(6)-c(2)*yak(-1)) yak-yak(-1)=c(11)*(xak(-1)-c(6)-c(12)*yak(-1)) xal-wsal(-1)=c(1)*(xal(-1)-c(6)-c(2)*yal(-1)) yal-yal(-1)=c(11)*(xa...