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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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cross correlation

Last post by garimakapoor « Tue Mar 30, 2010 10:57 pm

by garimakapoor » Tue Mar 30, 2010 10:57 pm

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EGARCH(1,1) and cycles

Last post by MartinFalch « Tue Mar 30, 2010 2:09 pm

by MartinFalch » Tue Mar 30, 2010 2:09 pm

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Converging an AR-EGARCH model

Last post by Nikke- « Tue Mar 30, 2010 5:32 am
Replies: 1
by Nikke- » Mon Mar 29, 2010 8:21 am

1 Replies

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Tue Mar 30, 2010 5:32 am
stationarity test and first differences with logharitms

Last post by moojf « Fri Mar 26, 2010 5:18 pm
Replies: 1
by araihc85 » Fri Feb 26, 2010 7:38 am

1 Replies

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Fri Mar 26, 2010 5:18 pm
Computing EGARCH in Excel

Last post by MartinFalch « Fri Mar 26, 2010 9:36 am

by MartinFalch » Fri Mar 26, 2010 9:36 am

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MLR regression error "near singular matrix"

Last post by startz « Fri Mar 26, 2010 7:12 am
Replies: 3
by alanlamtat » Thu Mar 25, 2010 5:32 pm

3 Replies

7443 Views

Last post by startz View the latest post
Fri Mar 26, 2010 7:12 am
cointegration test

Last post by moojf « Thu Mar 25, 2010 5:12 am

by moojf » Thu Mar 25, 2010 5:12 am

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Thu Mar 25, 2010 5:12 am
Senior Thesis help - serial correlation in time series

Last post by random_access « Wed Mar 24, 2010 9:03 pm
Replies: 5
by naetpenn » Wed Mar 03, 2010 2:09 am

5 Replies

7334 Views

Last post by random_access View the latest post
Wed Mar 24, 2010 9:03 pm
question about GARCH coefficients

Last post by random_access « Tue Mar 23, 2010 1:43 am
Replies: 2
by pascal » Thu Mar 04, 2010 7:28 am

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5311 Views

Last post by random_access View the latest post
Tue Mar 23, 2010 1:43 am
Cointegration test on reseduals

Last post by moojf « Tue Mar 23, 2010 1:20 am

by moojf » Tue Mar 23, 2010 1:20 am

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Tue Mar 23, 2010 1:20 am
Error Correction Model based on Dynamic OLS

Last post by ftc1000 « Mon Mar 22, 2010 7:47 am

by ftc1000 » Mon Mar 22, 2010 7:47 am

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Mon Mar 22, 2010 7:47 am
GARCH data frequencies:monthly versus daily? thanks

Last post by guero303030 « Mon Mar 22, 2010 6:27 am
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by guero303030 » Fri Mar 19, 2010 12:23 pm

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Mon Mar 22, 2010 6:27 am
Engle-Granger two step on stationary series

Last post by random_access « Mon Mar 22, 2010 5:14 am
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by chrisrik » Mon Mar 15, 2010 7:43 am

1 Replies

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Mon Mar 22, 2010 5:14 am
Multiple regression analysis question

Last post by random_access « Mon Mar 22, 2010 4:01 am
Replies: 1
by ravness » Thu Mar 18, 2010 3:15 pm

1 Replies

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Mon Mar 22, 2010 4:01 am
URGENT - DUMMY VARIABLE

Last post by LearnerEV « Wed Mar 17, 2010 8:04 am
Replies: 1
by kj6v07 » Sat Mar 13, 2010 9:32 am

1 Replies

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Wed Mar 17, 2010 8:04 am
Panel estimation in system window

Last post by Bigbrotherjx « Sat Mar 13, 2010 5:56 pm

by Bigbrotherjx » Sat Mar 13, 2010 5:56 pm

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Testing significance of results- please help!

Last post by naetpenn « Wed Mar 10, 2010 12:47 pm

by naetpenn » Wed Mar 10, 2010 12:47 pm

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Wed Mar 10, 2010 12:47 pm
How to seasonally adjust a series

Last post by startz « Mon Mar 08, 2010 6:50 pm
Replies: 1
by naetpenn » Mon Mar 08, 2010 4:34 pm

1 Replies

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Mon Mar 08, 2010 6:50 pm
Exogenous or I(0) variables in VECM

Last post by adfung « Sat Mar 06, 2010 6:56 pm

by adfung » Sat Mar 06, 2010 6:56 pm

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Sat Mar 06, 2010 6:56 pm
Variance percentage transformation

Last post by MartinFalch « Fri Mar 05, 2010 3:18 am

by MartinFalch » Fri Mar 05, 2010 3:18 am

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Fri Mar 05, 2010 3:18 am
normality and data transformation

Last post by barbar « Thu Mar 04, 2010 5:41 pm

by barbar » Thu Mar 04, 2010 5:41 pm

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optimising garch model

Last post by econenthusiast « Wed Mar 03, 2010 8:56 am

by econenthusiast » Wed Mar 03, 2010 8:56 am

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Wed Mar 03, 2010 8:56 am
Hsiao Akaike's Final Prediction error (FPE)

Last post by terran190 « Sun Feb 28, 2010 11:19 pm

by terran190 » Sun Feb 28, 2010 11:19 pm

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Sun Feb 28, 2010 11:19 pm
Help with interpreting VEC results

Last post by shyla01 « Sun Feb 28, 2010 11:04 am
Replies: 3
by Jopo » Thu Jun 04, 2009 5:07 am

3 Replies

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Last post by shyla01 View the latest post
Sun Feb 28, 2010 11:04 am
Phillips Perron test

Last post by terran190 « Fri Feb 26, 2010 9:32 am

by terran190 » Fri Feb 26, 2010 9:32 am

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Fri Feb 26, 2010 9:32 am
"Can Economics and Statistics be learnt quickly?"

Last post by JimForest « Wed Feb 24, 2010 2:57 pm
Replies: 1
by KH_Global » Wed Feb 24, 2010 3:56 am

1 Replies

3483 Views

Last post by JimForest View the latest post
Wed Feb 24, 2010 2:57 pm
principal components to original units

Last post by EViews Glenn « Mon Feb 22, 2010 11:52 am
Replies: 15
1

2
by Meritas » Wed Feb 10, 2010 1:38 am
15 Replies

18446 Views

Last post by EViews Glenn View the latest post
Mon Feb 22, 2010 11:52 am
URGENT help needed - how to interpret johansen results?

Last post by xnder « Fri Feb 19, 2010 2:13 pm
Replies: 2
by um4rio » Tue Feb 16, 2010 4:14 am

2 Replies

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Last post by xnder View the latest post
Fri Feb 19, 2010 2:13 pm
Panel data and stationarity studies

Last post by wangari « Wed Feb 17, 2010 10:09 am
Replies: 3
by Zied » Wed May 06, 2009 6:05 am

3 Replies

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Last post by wangari View the latest post
Wed Feb 17, 2010 10:09 am
Causality test based on error correction model

Last post by terran190 « Mon Feb 15, 2010 8:32 pm

by terran190 » Mon Feb 15, 2010 8:32 pm

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Last post by terran190 View the latest post
Mon Feb 15, 2010 8:32 pm
mann whitney test on differences

Last post by janyfruytier « Mon Feb 15, 2010 11:12 am

by janyfruytier » Mon Feb 15, 2010 11:12 am

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Mon Feb 15, 2010 11:12 am
Model Solution Dynamics

Last post by eric2010 « Sat Feb 13, 2010 12:35 am
Replies: 2
by brennan6738 » Sat Jan 09, 2010 2:23 pm

2 Replies

5335 Views

Last post by eric2010 View the latest post
Sat Feb 13, 2010 12:35 am
Use of the RESET test and AR(1) disturbances

Last post by Bigbrotherjx « Thu Feb 11, 2010 6:05 pm

by Bigbrotherjx » Thu Feb 11, 2010 6:05 pm

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Thu Feb 11, 2010 6:05 pm
Dummy Variables per year

Last post by EViews Matt « Sat Feb 23, 2019 8:16 am
Replies: 12
by Malkele » Wed Feb 10, 2010 3:32 pm

12 Replies

22962 Views

Last post by EViews Matt View the latest post
Sat Feb 23, 2019 8:16 am
Causality test with cointegrated series

Last post by musikmachtgluecklich « Wed Feb 10, 2010 3:20 pm
Replies: 2
by terran190 » Fri Feb 05, 2010 8:39 am

2 Replies

6024 Views

Last post by musikmachtgluecklich View the latest post
Wed Feb 10, 2010 3:20 pm
Can I use Granger Causality Test for manipulating Cross-s

Last post by hashim.saad « Wed Feb 10, 2010 5:31 am

by hashim.saad » Wed Feb 10, 2010 5:31 am

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2246 Views

Last post by hashim.saad View the latest post
Wed Feb 10, 2010 5:31 am
Tobit models with frictions

Last post by zalina405 « Tue Feb 09, 2010 12:30 am
Replies: 2
by amaelle » Wed Jul 08, 2009 8:37 am

2 Replies

4837 Views

Last post by zalina405 View the latest post
Tue Feb 09, 2010 12:30 am
choosing deterministic trend specification in cointegration

Last post by anjankorke « Thu Feb 04, 2010 8:09 pm

by anjankorke » Thu Feb 04, 2010 8:09 pm

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Last post by anjankorke View the latest post
Thu Feb 04, 2010 8:09 pm
time series study - data not stationary

Last post by um4rio « Thu Feb 04, 2010 2:41 pm
Replies: 7
by um4rio » Wed Jan 27, 2010 11:06 am

7 Replies

30782 Views

Last post by um4rio View the latest post
Thu Feb 04, 2010 2:41 pm
VAR MODEL

Last post by wajahat « Thu Feb 04, 2010 7:22 am

by wajahat » Thu Feb 04, 2010 7:22 am

0 Replies

2329 Views

Last post by wajahat View the latest post
Thu Feb 04, 2010 7:22 am
Testing for cointegration

Last post by um4rio « Tue Feb 02, 2010 8:02 pm

by um4rio » Tue Feb 02, 2010 8:02 pm

0 Replies

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Tue Feb 02, 2010 8:02 pm
Quandt-Andrews und Chow

Last post by Frusciante123 « Sat Jan 30, 2010 2:22 am
Replies: 2
by Frusciante123 » Fri Jan 29, 2010 3:39 pm

2 Replies

4510 Views

Last post by Frusciante123 View the latest post
Sat Jan 30, 2010 2:22 am
Question about simulate the VAR model

Last post by guonahaoren « Fri Jan 29, 2010 6:58 pm

by guonahaoren » Fri Jan 29, 2010 6:58 pm

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Last post by guonahaoren View the latest post
Fri Jan 29, 2010 6:58 pm
System weighted R-squared

Last post by paula_rossi « Thu Jan 28, 2010 1:16 am

by paula_rossi » Thu Jan 28, 2010 1:16 am

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Last post by paula_rossi View the latest post
Thu Jan 28, 2010 1:16 am
Dummy variables

Last post by bensamen « Wed Jan 27, 2010 7:39 am
Replies: 3
by harvardjanitor7 » Tue Jan 26, 2010 1:34 am

3 Replies

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Last post by bensamen View the latest post
Wed Jan 27, 2010 7:39 am
Compare Goodness of Fit for OLS and Kalman Filter Model

Last post by workhard « Tue Jan 26, 2010 7:53 pm

by workhard » Tue Jan 26, 2010 7:53 pm

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Ordered data model

Last post by trungusek « Mon Jan 25, 2010 1:29 pm

by trungusek » Mon Jan 25, 2010 1:29 pm

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Last post by trungusek View the latest post
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no cointegration - now what

Last post by random_access « Mon Jan 25, 2010 1:29 am
Replies: 1
by shyla01 » Tue Jan 19, 2010 10:46 am

1 Replies

4872 Views

Last post by random_access View the latest post
Mon Jan 25, 2010 1:29 am
Cointegration Estimation with Stationary Components

Last post by abstract « Wed Jan 20, 2010 12:00 pm

by abstract » Wed Jan 20, 2010 12:00 pm

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Structural break detected - Now what?

Last post by TheGraduate « Wed Jan 20, 2010 8:51 am

by TheGraduate » Wed Jan 20, 2010 8:51 am

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