Imputation Methods in Eviews

[diggetybo]

I'm wondering how much eviews has built-in with regards to imputation for missing values. There are a few commands that I am aware of to select the missing values like:

Code: Select all

x = @nan(x,y)

However, if we wanted to apply more rigorous pre-processing, then we may consider something like knn imputation. Or even better, something like this: https://www.researchgate.net/publicatio ... imputation. Balanced knn imputation has some great stochastic properties, but it seems a little difficult to implement via eviews programming (at least for me).