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EViews Gareth's list of useful threads and FAQs.

Last post by EViews Gareth « Tue Jul 14, 2015 10:27 am
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by EViews Gareth » Tue Jul 14, 2015 10:27 am » in Installation and Registration

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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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by EViews Moderator » Tue Jan 06, 2009 12:55 pm

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ARDL - Different Lags for Dynamic Regressors

Last post by Crushtank « Wed Dec 28, 2016 12:51 pm

Attachment(s) by Crushtank » Wed Dec 28, 2016 12:51 pm

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Tackling Autocorrelation (Panel Least Squares)

Last post by bayu_sutikno « Sun Dec 25, 2016 4:56 am
Replies: 3
by rjesrani » Mon Jul 08, 2013 4:42 am

3 Replies

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VECM

Last post by j235 « Tue Dec 20, 2016 6:10 am

by j235 » Tue Dec 20, 2016 6:10 am

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Autocorrelation in quantile regression

Last post by jasmine_cam « Mon Dec 19, 2016 5:03 am

by jasmine_cam » Mon Dec 19, 2016 5:03 am

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Day of the Week effect (Garch Model) Interpretation

Last post by kim_rasmi « Mon Dec 19, 2016 12:25 am

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Stationarity

Last post by Ara Makaryan « Sat Dec 17, 2016 10:49 am
Replies: 2
Attachment(s) by Ara Makaryan » Tue Dec 13, 2016 3:36 am

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Newey West (HAC) in unbalanced panel

Last post by grumpynala « Thu Dec 15, 2016 11:38 am

by grumpynala » Thu Dec 15, 2016 11:38 am

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Coefficients estimation

Last post by startz « Sun Dec 11, 2016 11:34 am
Replies: 11
by E-mily » Sun Oct 02, 2016 3:35 am

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serial correlation in panel data

Last post by Alexander123 « Thu Dec 08, 2016 4:47 am

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arellano bond estimation

Last post by john1990 « Thu Dec 08, 2016 4:00 am

Attachment(s) by john1990 » Thu Dec 08, 2016 4:00 am

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Dummy variables in panel data and serial correlation

Last post by jmagomez « Mon Dec 05, 2016 12:24 pm
Replies: 3
Attachment(s) by Alexander123 » Fri Nov 25, 2016 3:40 am

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Chow Test Interpretation (Beginner)

Last post by jmagomez « Mon Dec 05, 2016 12:22 pm
Replies: 3
by randysavage » Sun Nov 27, 2016 11:46 pm

3 Replies

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Mon Dec 05, 2016 12:22 pm
Principal Component Analysis- interpretation of output

Last post by adyakova « Mon Dec 05, 2016 5:13 am

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General interpretation of Marketing Mix models

Last post by andycrellin « Thu Dec 01, 2016 10:06 am

by andycrellin » Thu Dec 01, 2016 10:06 am

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Causality and consequences of a variable

Last post by dakila « Wed Nov 30, 2016 3:50 pm
Replies: 1
by lar_0825 » Wed Nov 30, 2016 9:50 am

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additional nonlinear terms in EGARCH model

Last post by EViews Glenn « Tue Nov 29, 2016 6:45 pm
Replies: 4
by Gin » Tue Nov 29, 2016 7:01 am

4 Replies

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Tue Nov 29, 2016 6:45 pm
Unit Root interpretation (i do not know how to interpret it ) anybody can help please???

Last post by jmagomez « Mon Nov 28, 2016 11:31 am
Replies: 1
by kalsoom » Sun Nov 27, 2016 9:24 pm

1 Replies

2886 Views

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Mon Nov 28, 2016 11:31 am
SVAR - Difference between LR and SR restrictions

Last post by sivakizildag « Mon Nov 28, 2016 12:58 am
Replies: 1
Attachment(s) by sivakizildag » Fri Nov 25, 2016 7:13 am

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Several questions about var and irf

Last post by luke_chan8137 « Fri Nov 25, 2016 4:12 am

Attachment(s) by luke_chan8137 » Fri Nov 25, 2016 4:12 am

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VECM

Last post by jmagomez « Tue Nov 22, 2016 4:43 pm
Replies: 1
by debbyK » Sun Nov 20, 2016 7:04 pm

1 Replies

3876 Views

Last post by jmagomez View the latest post
Tue Nov 22, 2016 4:43 pm
FEM with year dummy variables

Last post by Nguyen Thi Ut « Tue Nov 22, 2016 1:54 am
Replies: 1
Attachment(s) by Blue Royal » Fri Apr 01, 2016 10:25 am

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Tue Nov 22, 2016 1:54 am
Multiple time series on ADF test

Last post by EViews Gareth « Fri Nov 18, 2016 9:32 am
Replies: 13
Attachment(s) by irisbear » Mon Oct 31, 2016 4:38 am

13 Replies

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Fri Nov 18, 2016 9:32 am
VAR and preliminary steps

Last post by Pablo123 « Fri Nov 18, 2016 12:49 am
Replies: 6
by Pablo123 » Tue Nov 01, 2016 11:56 am

6 Replies

8108 Views

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Fri Nov 18, 2016 12:49 am
OLS + HAC std err VS. conditional mean equation from GARCH

Last post by startz « Thu Nov 17, 2016 2:06 pm
Replies: 1
by Gin » Thu Nov 17, 2016 1:45 pm

1 Replies

3067 Views

Last post by startz View the latest post
Thu Nov 17, 2016 2:06 pm
Inclusion of AR terms in Logit model

Last post by Victor_Naegele « Thu Nov 17, 2016 6:02 am

by Victor_Naegele » Thu Nov 17, 2016 6:02 am

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Thu Nov 17, 2016 6:02 am
LEAST SQUARE ESTIMATORS AND GARCH MODELS

Last post by sopare63 « Wed Nov 16, 2016 1:08 pm

by sopare63 » Wed Nov 16, 2016 1:08 pm

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Wed Nov 16, 2016 1:08 pm
KPSS test

Last post by Ayesha Khan « Tue Nov 15, 2016 5:38 pm

by Ayesha Khan » Tue Nov 15, 2016 5:38 pm

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10214 Views

Last post by Ayesha Khan View the latest post
Tue Nov 15, 2016 5:38 pm
Sign of dummy

Last post by startz « Mon Nov 14, 2016 7:12 am
Replies: 3
by j235 » Sun Nov 13, 2016 2:39 pm

3 Replies

4189 Views

Last post by startz View the latest post
Mon Nov 14, 2016 7:12 am
Probit model, include intercept or not

Last post by startz « Sun Nov 13, 2016 4:28 pm
Replies: 1
by maavtc » Sun Nov 13, 2016 4:26 pm

1 Replies

3554 Views

Last post by startz View the latest post
Sun Nov 13, 2016 4:28 pm
Panel Data World Values Survey

Last post by mbelgie « Sat Nov 12, 2016 4:13 pm
Replies: 6
by mbelgie » Wed Oct 19, 2016 2:22 pm

6 Replies

7352 Views

Last post by mbelgie View the latest post
Sat Nov 12, 2016 4:13 pm
on dummy variable stationarity

Last post by jmagomez « Fri Nov 11, 2016 2:08 pm
Replies: 2
by deXter » Wed May 06, 2015 1:51 am

2 Replies

5673 Views

Last post by jmagomez View the latest post
Fri Nov 11, 2016 2:08 pm
VAR-GARCH Times series

Last post by jmagomez « Wed Nov 09, 2016 12:15 pm
Replies: 1
by jessiismiile » Tue Nov 08, 2016 6:49 am

1 Replies

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Last post by jmagomez View the latest post
Wed Nov 09, 2016 12:15 pm
State space estimation - one state series captures another one

Last post by Max « Tue Nov 08, 2016 3:04 am
Replies: 1
Attachment(s) by Max » Wed Oct 19, 2016 9:13 am

1 Replies

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Tue Nov 08, 2016 3:04 am
Hansen: threshold and cointegration

Last post by Noorma « Wed Nov 02, 2016 6:39 am

by Noorma » Wed Nov 02, 2016 6:39 am

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Wed Nov 02, 2016 6:39 am
Calculation of AIC criteria in VAR model

Last post by roman21 « Mon Oct 31, 2016 12:22 am

by roman21 » Mon Oct 31, 2016 12:22 am

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Mon Oct 31, 2016 12:22 am
Problem of classical assumption test

Last post by jmagomez « Sun Oct 30, 2016 4:25 pm
Replies: 1
by bayu_sutikno » Sun Oct 30, 2016 7:06 am

1 Replies

3824 Views

Last post by jmagomez View the latest post
Sun Oct 30, 2016 4:25 pm
VAR and transformation of variables

Last post by jmagomez « Fri Oct 28, 2016 2:22 pm
Replies: 1
by hk976 » Fri Oct 28, 2016 4:03 am

1 Replies

2916 Views

Last post by jmagomez View the latest post
Fri Oct 28, 2016 2:22 pm
How to interpret Panel Unit Root test result?

Last post by NicolasR « Fri Oct 28, 2016 9:20 am
Replies: 2
by irisbear » Thu Oct 20, 2016 11:04 pm

2 Replies

8270 Views

Last post by NicolasR View the latest post
Fri Oct 28, 2016 9:20 am
Calculating elasticity with OLS

Last post by jmagomez « Wed Oct 26, 2016 8:08 am
Replies: 2
by j235 » Wed Oct 26, 2016 6:45 am

2 Replies

4731 Views

Last post by jmagomez View the latest post
Wed Oct 26, 2016 8:08 am
help with unit root testing!

Last post by NipNip « Tue Oct 25, 2016 11:00 am
Replies: 14
Attachment(s) by NipNip » Thu Oct 20, 2016 4:57 pm

14 Replies

14076 Views

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Tue Oct 25, 2016 11:00 am
Optimal number of observations in OLS

Last post by jmagomez « Tue Oct 25, 2016 7:53 am
Replies: 5
by j235 » Mon Oct 24, 2016 9:37 am

5 Replies

6653 Views

Last post by jmagomez View the latest post
Tue Oct 25, 2016 7:53 am
Wald test

Last post by startz « Mon Oct 24, 2016 10:24 am
Replies: 1
by Aktar » Mon Oct 24, 2016 9:15 am

1 Replies

4350 Views

Last post by startz View the latest post
Mon Oct 24, 2016 10:24 am
seemingly unrelated regression (SUR)

Last post by bayu_sutikno « Fri Oct 21, 2016 3:09 am

by bayu_sutikno » Fri Oct 21, 2016 3:09 am

0 Replies

11024 Views

Last post by bayu_sutikno View the latest post
Fri Oct 21, 2016 3:09 am
Probabilities in a 3-states Markov switching

Last post by Aktar « Thu Oct 20, 2016 5:43 am

by Aktar » Thu Oct 20, 2016 5:43 am

0 Replies

10850 Views

Last post by Aktar View the latest post
Thu Oct 20, 2016 5:43 am
Forecasting with ARDL

Last post by jmagomez « Wed Oct 19, 2016 1:14 pm
Replies: 1
by saulstice » Tue Sep 13, 2016 6:15 am

1 Replies

3135 Views

Last post by jmagomez View the latest post
Wed Oct 19, 2016 1:14 pm
How to choose VAR optimal lag length (AIC, SC, HQ).

Last post by E-mily « Tue Oct 18, 2016 12:35 pm
Replies: 1
by rabbitzilla » Sun Feb 14, 2016 8:29 pm

1 Replies

4050 Views

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Tue Oct 18, 2016 12:35 pm
autocorrelation

Last post by bayu_sutikno « Sat Oct 15, 2016 7:39 am

by bayu_sutikno » Sat Oct 15, 2016 7:39 am

0 Replies

10890 Views

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Kalman Filter Explanation

Last post by jmagomez « Fri Oct 14, 2016 7:35 pm

by jmagomez » Fri Oct 14, 2016 7:35 pm

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10280 Views

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Count data with consecutive counts

Last post by Mkkl « Wed Oct 12, 2016 5:27 am

by Mkkl » Wed Oct 12, 2016 5:27 am

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Last post by Mkkl View the latest post
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Advanced econometrics: panel data, double clustering and overlapping returns

Last post by NHHnorway « Tue Oct 11, 2016 3:23 am

by NHHnorway » Tue Oct 11, 2016 3:23 am

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Last post by NHHnorway View the latest post
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