Estimation

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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

Last post by EViews Gareth « Mon Dec 07, 2009 12:48 pm
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by EViews Gareth » Mon Dec 07, 2009 12:48 pm » in Installation and Registration

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Welcome to the Estimation forum

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by EViews Moderator » Tue Sep 16, 2008 6:21 pm

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SSPACE Near_Singular

Last post by osindi « Thu Oct 26, 2017 12:53 am
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Attachment(s) by osindi » Tue Oct 24, 2017 5:49 am

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Make Resid Command Unable to Select standardized Resid

Last post by diggetybo « Thu Oct 19, 2017 8:24 pm
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by diggetybo » Thu Oct 19, 2017 8:05 pm

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near singular

Last post by startz « Wed Oct 18, 2017 5:59 pm
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by startz » Wed Oct 18, 2017 1:54 pm

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Impulse response function with ECM ?

Last post by j235 « Wed Oct 18, 2017 6:26 am

by j235 » Wed Oct 18, 2017 6:26 am

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SVAR with long run restriction (Blanchard & Quah 1989)

Last post by EViews Matt « Mon Oct 16, 2017 10:24 am
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Attachment(s) by bgauchan » Tue Aug 15, 2017 9:21 am

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Simulating an equation in Eviews

Last post by startz « Fri Oct 13, 2017 10:41 am
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by romanme2 » Fri Oct 13, 2017 9:40 am

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Bayesian VAR IRF - standard errors

Last post by chartwel « Fri Oct 13, 2017 8:26 am
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by chartwel » Fri Oct 13, 2017 8:15 am

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Threshold regression cross sample equality test

Last post by jerrychang « Fri Oct 13, 2017 8:00 am

by jerrychang » Fri Oct 13, 2017 8:00 am

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basic eviews forecasting AR(2) HELP

Last post by EViews Gareth « Thu Oct 12, 2017 10:17 am
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by VanessaTram » Thu Oct 12, 2017 9:22 am

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Generate long-run forecasts

Last post by EViews Gareth « Tue Oct 10, 2017 6:36 am
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by mchan » Tue Oct 10, 2017 3:51 am

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Inclusion of a second constant term in the mean GARCH equation

Last post by klotzle « Mon Oct 02, 2017 5:35 pm
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Attachment(s) by klotzle » Mon Oct 02, 2017 4:48 pm

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Variance decomposition under SVAR

Last post by EViews Matt « Mon Oct 02, 2017 1:15 pm
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Attachment(s) by bgauchan » Sun Oct 01, 2017 6:16 am

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Estimation of mean equation in a GJR Model Eviews

Last post by klotzle « Fri Sep 29, 2017 2:33 pm

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Null hypothesis on intercept in unit root test

Last post by KrilleJ « Thu Sep 28, 2017 4:17 am
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by karsten_kohler » Sat Sep 23, 2017 9:37 am

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estimation Switching regression

Last post by lagrace « Sun Sep 24, 2017 8:27 am
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by lagrace » Sun Sep 24, 2017 12:47 am

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Coputation of fitted values

Last post by oksanakim « Thu Sep 21, 2017 12:40 pm
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by oksanakim » Thu Sep 21, 2017 9:40 am
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Panel PMG/ARDL

Last post by EViews Gareth « Thu Sep 21, 2017 10:53 am
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by mchan » Tue Sep 19, 2017 4:52 pm

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Inverse Mills raito estimation

Last post by oksanakim « Wed Sep 20, 2017 7:31 pm

by oksanakim » Wed Sep 20, 2017 7:31 pm

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Correct specification for IV when variables are interacted

Last post by oksanakim « Wed Sep 20, 2017 5:45 pm

by oksanakim » Wed Sep 20, 2017 5:45 pm

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Midas Intra-period forecast

Last post by EViews Gareth « Mon Sep 18, 2017 1:03 pm
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by vikas.trades25 » Mon Sep 18, 2017 10:10 am

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Likelihood function problem

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Attachment(s) by bqlqbsleb » Fri Sep 15, 2017 6:19 am

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Modelling conditional variance in eviews using GARCH

Last post by wangwz « Fri Sep 15, 2017 1:32 am
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by naz » Tue Jul 31, 2012 7:56 pm

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STL issue

Last post by EViews Gareth « Thu Sep 14, 2017 8:01 am
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Attachment(s) by pgrign » Thu Sep 14, 2017 4:17 am

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GARCH with conditional variance dummies

Last post by wangwz « Thu Sep 14, 2017 3:39 am

by wangwz » Thu Sep 14, 2017 3:39 am

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implement Generalized IRF from system object (VAR estimated with GMM)

Last post by yunqingMa « Wed Sep 13, 2017 4:12 pm
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by yunqingMa » Mon Sep 11, 2017 8:50 pm

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NLS versus simple OLS

Last post by oksanakim « Tue Sep 12, 2017 12:35 pm
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by oksanakim » Tue Sep 12, 2017 10:58 am

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Help GMM

Last post by mariarrt « Mon Sep 11, 2017 11:35 am

by mariarrt » Mon Sep 11, 2017 11:35 am

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Forecast evaluation criteria

Last post by EViews Gareth « Thu Sep 07, 2017 1:06 pm
Replies: 6
by Thomas » Sat Jul 04, 2009 4:10 am

6 Replies

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Last post by EViews Gareth View the latest post
Thu Sep 07, 2017 1:06 pm
panel DOLS: how to exclude dummy interaction terms from short-run dynamics?

Last post by EViews Glenn « Wed Sep 06, 2017 3:04 pm
Replies: 1
by maragloria » Tue Sep 05, 2017 3:14 pm

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panel fully-modified OLS: AIC selects negative whitening lag

Last post by EViews Glenn « Wed Sep 06, 2017 3:02 pm
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by maragloria » Tue Aug 29, 2017 11:14 am

4 Replies

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Wed Sep 06, 2017 3:02 pm
Different versions of Eviews, different estimation results

Last post by EViews Gareth « Tue Sep 05, 2017 10:11 am
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by meera_s1 » Tue Sep 05, 2017 10:05 am

1 Replies

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Hodrick (1992) standard errors

Last post by ziucqea « Tue Sep 05, 2017 12:20 am

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Nonlinear ARDL model

Last post by Eviews.Guru « Mon Sep 04, 2017 9:03 pm
Replies: 4
by Denehurley » Tue Oct 18, 2016 6:19 pm

4 Replies

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Last post by Eviews.Guru View the latest post
Mon Sep 04, 2017 9:03 pm
VAR Cholesky IRF - One unit shock

Last post by akkerman « Mon Sep 04, 2017 9:50 am
Replies: 5
by akkerman » Thu Aug 31, 2017 10:12 am

5 Replies

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PMG/ARDL problem on Eviews 9.5 Student version on Mac

Last post by miha.n « Fri Sep 01, 2017 5:49 am
Replies: 5
by miha.n » Thu Aug 31, 2017 2:04 pm

5 Replies

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Markov Switching Regression

Last post by Kvarforth « Thu Aug 31, 2017 9:39 am

by Kvarforth » Thu Aug 31, 2017 9:39 am

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homogeneity tests in panel data

Last post by Nadi « Wed Aug 30, 2017 2:35 pm

by Nadi » Wed Aug 30, 2017 2:35 pm

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BVAR

Last post by awatt43 « Wed Aug 30, 2017 3:38 am
Replies: 5
by zhanghuifd » Wed May 31, 2017 6:01 pm

5 Replies

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Last post by awatt43 View the latest post
Wed Aug 30, 2017 3:38 am
Forecasting Intervals for ARIMA and Holt Winters

Last post by EViews Gareth « Mon Aug 28, 2017 12:02 pm
Replies: 5
Attachment(s) by gpatr0n » Fri Aug 25, 2017 12:48 pm

5 Replies

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Smooth Transition Regression - transition with time

Last post by EViews Rebecca « Sun Aug 27, 2017 10:51 pm
Replies: 9
Attachment(s) by hyo » Thu Aug 14, 2014 3:20 am

9 Replies

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Testing for unit root using DF-GLS

Last post by gonrm92 « Wed Aug 23, 2017 2:37 pm
Replies: 4
by agy038 » Fri Oct 10, 2014 5:36 am

4 Replies

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Wed Aug 23, 2017 2:37 pm
GARCH with variables

Last post by Economist « Tue Aug 15, 2017 11:58 am
Replies: 29
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2
Attachment(s) by nerijus » Wed Dec 10, 2008 2:23 am
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Imposing Restrictions on SVAR

Last post by EViews Matt « Tue Aug 15, 2017 9:21 am
Replies: 32
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3
Attachment(s) by marco54 » Sat Jun 13, 2009 7:56 pm
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Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

Last post by EViews Gareth « Sat Aug 12, 2017 10:27 am
Replies: 3
by Santosh » Tue Aug 08, 2017 2:51 am

3 Replies

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Static and Dynamic Panel Threshold Models

Last post by Santosh « Tue Aug 08, 2017 2:58 am

by Santosh » Tue Aug 08, 2017 2:58 am

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Newey-West on an Unbalanced Panel

Last post by ahmed slamah « Mon Aug 07, 2017 4:17 am
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Attachment(s) by bkgwatfiv » Fri Dec 26, 2008 8:25 pm

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Petersen 2009 two way cluster of standard erro

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ETS Forecasting high Root Mean Squared Error

Last post by Ricardo98 « Sat Aug 05, 2017 4:01 pm
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by Ricardo98 » Sat Aug 05, 2017 3:21 pm

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ARDL/ Wald Test Restrctions on Long Run Parameter

Last post by EViews Mirza « Thu Aug 03, 2017 6:52 pm
Replies: 8
by kdom20 » Fri Aug 19, 2016 7:53 am

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Forecasting Variance with GARCH models

Last post by 10dechile « Thu Aug 03, 2017 2:59 pm

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