Clarification on Optimization Methods in EViews 13 User's Guide II, Chapter 51

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

Moderators: EViews Gareth, EViews Moderator

Bob
Posts: 35
Joined: Mon Jan 17, 2022 6:10 am

Clarification on Optimization Methods in EViews 13 User's Guide II, Chapter 51

Postby Bob » Thu May 23, 2024 3:13 am

Hello,

In the EViews 13 User's Guide II, Chapter 51, section "Solve Control for Target," I would like to clarify a point regarding the numerical optimization of the control exogenous variables to achieve the target values of the endogenous variables. Does this optimization refer to a iterative numerical search for the exogenous variable values, or does it involve specific dynamic optimization methods related to optimal control, such as dynamic programming?

Thank you in advance for your response.

Best regards,

Bob

EViews Matt
EViews Developer
Posts: 567
Joined: Thu Apr 25, 2013 7:48 pm

Re: Clarification on Optimization Methods in EViews 13 User's Guide II, Chapter 51

Postby EViews Matt » Thu May 23, 2024 9:41 am

Hello,

EViews' technique is the former, an iterative search over exogenous values.

Bob
Posts: 35
Joined: Mon Jan 17, 2022 6:10 am

Re: Clarification on Optimization Methods in EViews 13 User's Guide II, Chapter 51

Postby Bob » Sun May 26, 2024 9:53 am

Thank you

tvonbrasch
Posts: 541
Joined: Fri Apr 15, 2011 5:35 am

Re: Clarification on Optimization Methods in EViews 13 User's Guide II, Chapter 51

Postby tvonbrasch » Mon May 27, 2024 12:33 am

Hi Bob,

Not sure if this will be useful for you, but if you're interested in solving dynamic optimization problems within EViews model objects, you might want to check out this add-in:

https://forums.eviews.com/viewtopic.php?f=10&t=21565

Thomas


Return to “Models”

Who is online

Users browsing this forum: No registered users and 1 guest