Program: many regressions with output to Excel?

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mfb
Posts: 28
Joined: Sun Apr 14, 2013 8:16 am

Program: many regressions with output to Excel?

Postby mfb » Wed Aug 14, 2013 10:46 am

Is there any way to program Eviews to do a large number of regressions (say, 100) varying, with each regression, some regressor or the method of calculation of the standard errors? Could we send the output directly to Excel?

For example, with 6 equations:

Y c x1 x2 x3 z1 (white standard errors)
Y c x1 x2 x3 z1 (EGLS)
Y c x1 x2 x3 z1 (EGLS and white standard errors)

Y c x1 x2 x3 z2 (white standard errors)
Y c x1 x2 x3 z2 (EGLS)
Y c x1 x2 x3 z2 (EGLS and white standard errors)

Y c x1 x2 x3 z3 (white standard errors)
Y c x1 x2 x3 z3 (EGLS)
Y c x1 x2 x3 z3 (EGLS and white standard errors)

Can we get Eviews to do these all at once and send results to Excel?

mfb

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Program: many regressions with output to Excel?

Postby EViews Gareth » Wed Aug 14, 2013 11:27 am



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