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For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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apek
Posts: 2
Joined: Sun Oct 17, 2010 12:31 pm

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Postby apek » Sun Oct 17, 2010 1:19 pm

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Last edited by apek on Fri Oct 22, 2010 3:05 am, edited 1 time in total.

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: DCC - Assistant Wanted!

Postby trubador » Mon Oct 18, 2010 2:02 am

Please start by searching the forum first. This topic has been brought up several times before.

apek
Posts: 2
Joined: Sun Oct 17, 2010 12:31 pm

Re: DCC - Assistant Wanted!

Postby apek » Mon Oct 18, 2010 9:05 am

Hey, luckily I have made significant progress in terms of handling the software. I could manage to graph correlations between two series with the code provided here http://forums.eviews.com/viewtopic.php?f=4&t=574. So far so good.

Now I have two questions:

1. I have to do this analysis for 29 countries (whereby one of the two series always stays the same). This requires running the program 29 times while declaring the other series all over again every time, right?

2. The return equation for every country is specified as rt = c1 + a1(rt-1) + a2(rUSt-1) + e, whereby r is the return of one of th 29 countries and rUS is the return of the US. Where exactly do I have to specify this process? How can I generate the output on the coefficients c1, a1 and a2?

Thank you very much indeed for your help!


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