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EViews Gareth's list of useful threads and FAQs.

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Please indicate which version of EViews you are using

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Welcome to the Econometric Discussions forum

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determining confidence level

Last post by serza « Tue Dec 24, 2013 7:10 am

by serza » Tue Dec 24, 2013 7:10 am

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number of cointegration vectors

Last post by aiolia « Mon Dec 23, 2013 3:33 pm

by aiolia » Mon Dec 23, 2013 3:33 pm

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cointegration-johansen test

Last post by iliasvalasop « Wed Dec 18, 2013 10:20 am

by iliasvalasop » Wed Dec 18, 2013 10:20 am

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Johansen cointegration

Last post by esha khanna « Wed Dec 18, 2013 10:00 am
Replies: 11
by darryl » Fri Sep 16, 2011 2:06 am

11 Replies

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ECM

Last post by eobumneke « Wed Dec 18, 2013 5:45 am
Replies: 3
by kafff » Mon Dec 16, 2013 5:48 am

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Strange behaviour of EGARCH-Student's t with dummies

Last post by trubador « Tue Dec 17, 2013 2:57 pm
Replies: 4
Attachment(s) by sirooskhadem » Fri Dec 13, 2013 11:02 pm

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VAR/Johansen

Last post by Malvery « Tue Dec 17, 2013 7:50 am
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by haraldweber » Mon Sep 17, 2012 3:25 am

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confused about adf test equation

Last post by samettand « Tue Dec 17, 2013 5:29 am
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by samettand » Mon Dec 16, 2013 2:17 pm

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Panel Models - Wald Test Sensitivity

Last post by LPD « Tue Dec 17, 2013 4:01 am

by LPD » Tue Dec 17, 2013 4:01 am

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Cross-correlation

Last post by trubador « Thu Dec 12, 2013 12:40 pm
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by Emily89 » Thu Jul 25, 2013 3:36 am

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A routine for BVAR model selection

Last post by CharlieEVIEWS « Wed Dec 11, 2013 6:32 am

by CharlieEVIEWS » Wed Dec 11, 2013 6:32 am

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choice of variables

Last post by trubador « Mon Dec 09, 2013 7:21 am
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by MissEwy » Mon Dec 09, 2013 4:09 am

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Brand volume source: expansion or competitive gains

Last post by Guy Rombouts « Sun Dec 08, 2013 12:34 pm
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Attachment(s) by Guy Rombouts » Fri Nov 29, 2013 1:35 am

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VAR and Granger Causality

Last post by lnp3 « Sat Dec 07, 2013 9:45 am

by lnp3 » Sat Dec 07, 2013 9:45 am

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test for autocorrelation when estimating ARCH-Model

Last post by forever « Fri Dec 06, 2013 7:52 am
Replies: 7
by Michal83 » Sat Nov 02, 2013 4:41 am

7 Replies

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test for autocorrelation when estimating ARMA model

Last post by forever « Fri Dec 06, 2013 4:12 am

by forever » Fri Dec 06, 2013 4:12 am

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VAR-models and Forecast Error Variance Decomposition (FEVD)

Last post by trubador « Thu Dec 05, 2013 1:49 pm
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by hp777 » Tue Dec 03, 2013 4:40 pm

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Help interpreting second differences

Last post by wariararachel « Wed Dec 04, 2013 11:21 am
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Attachment(s) by NicV » Wed Aug 21, 2013 4:30 am

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Problems with some GARCH I am trying to run

Last post by HETISFRANK « Tue Dec 03, 2013 3:54 pm
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Attachment(s) by HETISFRANK » Tue Dec 03, 2013 1:13 pm

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Estimated the Exchange Rate's effect on economic indicators

Last post by kaltunas « Tue Dec 03, 2013 2:34 pm

by kaltunas » Tue Dec 03, 2013 2:34 pm

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Research question modelling Fama 3- factor model

Last post by trubador « Tue Dec 03, 2013 11:50 am
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Attachment(s) by SophPaso » Sat Nov 30, 2013 8:21 pm

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Starting values in structural factorization

Last post by trubador « Tue Dec 03, 2013 11:30 am
Replies: 1
by sarinya » Mon Dec 02, 2013 11:38 pm

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need help in selecting models about moderation variable

Last post by saira « Sat Nov 30, 2013 6:40 am

by saira » Sat Nov 30, 2013 6:40 am

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Granger Causality Analysis and testing assumptions

Last post by Truike11 « Sat Nov 30, 2013 3:11 am
Replies: 4
by Truike11 » Thu Nov 28, 2013 5:46 am

4 Replies

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Seasonal adjustment of series with no seasonal component

Last post by trubador « Thu Nov 28, 2013 2:44 pm
Replies: 3
by CharlieEVIEWS » Thu Nov 28, 2013 7:03 am

3 Replies

4116 Views

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Thu Nov 28, 2013 2:44 pm
Ramsey Test Interpretation

Last post by kys « Thu Nov 28, 2013 7:48 am

by kys » Thu Nov 28, 2013 7:48 am

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Disturbance term

Last post by rickyyml « Sun Nov 24, 2013 7:29 pm
Replies: 6
Attachment(s) by rickyyml » Sat Nov 23, 2013 6:10 am

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Refining my model and Serial Correlation

Last post by axiom « Mon Nov 18, 2013 3:27 pm

by axiom » Mon Nov 18, 2013 3:27 pm

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Mon Nov 18, 2013 3:27 pm
Laspeyres, Paasche and Fisher indices

Last post by axiom « Mon Nov 18, 2013 2:55 pm
Replies: 1
by Adventure » Wed Sep 25, 2013 12:57 am

1 Replies

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Mon Nov 18, 2013 2:55 pm
bootstrap granger causality

Last post by muneeb « Mon Nov 18, 2013 12:34 am

by muneeb » Mon Nov 18, 2013 12:34 am

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Mon Nov 18, 2013 12:34 am
About one of my assignment

Last post by gabrielwong1991 « Sun Nov 17, 2013 4:15 pm

by gabrielwong1991 » Sun Nov 17, 2013 4:15 pm

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normalization residual in time series model

Last post by sasha « Fri Nov 15, 2013 7:45 am

by sasha » Fri Nov 15, 2013 7:45 am

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Fri Nov 15, 2013 7:45 am
White's special case heteroskedasticity test

Last post by EViews Glenn « Thu Nov 14, 2013 5:16 pm
Replies: 14
by mumpenhour » Wed Nov 13, 2013 12:13 pm

14 Replies

33486 Views

Last post by EViews Glenn View the latest post
Thu Nov 14, 2013 5:16 pm
Time varying coefficient ARCH and DCC models

Last post by d952 « Wed Nov 13, 2013 1:47 am

by d952 » Wed Nov 13, 2013 1:47 am

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Panel Unit Root testing questions! Help!

Last post by Aijan « Mon Nov 11, 2013 4:49 am
Replies: 2
Attachment(s) by leolii » Wed Aug 22, 2012 7:15 am

2 Replies

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Comparing the mean of two non-random groups (revised)

Last post by f3000 « Sat Nov 09, 2013 9:16 am

by f3000 » Sat Nov 09, 2013 9:16 am

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Reversing an OLS model

Last post by trubador « Wed Nov 06, 2013 3:48 am
Replies: 1
by broncus2k » Wed Nov 06, 2013 12:48 am

1 Replies

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ARIMA Forecasting

Last post by EViews Gareth « Tue Nov 05, 2013 10:03 pm
Replies: 7
by mtaimoor23 » Fri Nov 01, 2013 11:09 pm

7 Replies

4858 Views

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dummy and interaction dummy

Last post by mumpenhour « Tue Nov 05, 2013 8:53 pm
Replies: 1
by lnp3 » Fri Oct 25, 2013 1:01 pm

1 Replies

3735 Views

Last post by mumpenhour View the latest post
Tue Nov 05, 2013 8:53 pm
How do I save the fitted values for an estimated regression?

Last post by mumpenhour « Tue Nov 05, 2013 11:15 am
Replies: 2
by mumpenhour » Tue Nov 05, 2013 12:18 am

2 Replies

8178 Views

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Exogeneity test for GARCH models

Last post by strypste « Mon Nov 04, 2013 5:48 am

by strypste » Mon Nov 04, 2013 5:48 am

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Mon Nov 04, 2013 5:48 am
FMOLS and DOLS for each countries

Last post by praveen « Tue Nov 12, 2013 8:32 am
Replies: 5
by praveen » Sat Nov 02, 2013 10:20 am

5 Replies

8884 Views

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Tue Nov 12, 2013 8:32 am
Phillips-Ouliaris cointegration test

Last post by bl191 « Sat Nov 02, 2013 7:45 am
Replies: 1
by bl191 » Sat Nov 02, 2013 6:44 am

1 Replies

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Sat Nov 02, 2013 7:45 am
EVIEWS BEGINNER

Last post by firdaus.mokhtar89 « Sat Nov 02, 2013 2:16 am

by firdaus.mokhtar89 » Sat Nov 02, 2013 2:16 am

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Problem with VAR model (Normality test)

Last post by erdogancevher « Thu Oct 31, 2013 2:53 am
Replies: 1
by thanhtung3008 » Wed Nov 09, 2011 10:14 am

1 Replies

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VECM model!

Last post by marwa nassar « Wed Oct 30, 2013 8:02 pm
Replies: 4
by Sul » Sat Mar 27, 2010 7:49 am

4 Replies

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tsls in panel estimation

Last post by shuchang « Wed Oct 30, 2013 6:21 pm
Replies: 2
by shuchang » Mon Oct 28, 2013 9:12 pm

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Lag Dependent in Fixed Effects model

Last post by mbeckr18 « Tue Oct 29, 2013 7:34 am

by mbeckr18 » Tue Oct 29, 2013 7:34 am

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ARDL Bounds Test

Last post by bobreednz « Sat Oct 26, 2013 4:20 pm

by bobreednz » Sat Oct 26, 2013 4:20 pm

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DOLS/FMOLS/CCR estimation of the LR relationship

Last post by bobreednz « Sat Oct 26, 2013 4:17 pm

by bobreednz » Sat Oct 26, 2013 4:17 pm

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