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saving bandwidth using long-run variance estimation

Posted: Thu Apr 24, 2014 8:22 am
by styx
Hi,
I would like to save in a loop the automatic bandwidth selection that can be obtained using the lrvar command. The problem is that if I freeze the output I see the estimated bandwidth only in the header. Could you help me?

Thanks a lot.

Kind regards,
Peter

Re: saving bandwidth using long-run variance estimation

Posted: Thu Apr 24, 2014 11:10 am
by EViews Glenn
To be honest, it wasn't something that we anticipated people wanting to do so it's not possible at the moment. I've got an idea on how to make it accessible to users, but it'll need to go through a bit of testing.

Re: saving bandwidth using long-run variance estimation

Posted: Sun Apr 27, 2014 1:45 am
by styx
Dear Glenn,

When do you think it'll be available?

Thanks,
Peter

Re: saving bandwidth using long-run variance estimation

Posted: Sun Apr 27, 2014 9:04 am
by EViews Glenn
Adding something like this mid-release is not something that we normally do so no promises, but we're thinking about it. If it's going to happen it'll be soon.

Re: saving bandwidth using long-run variance estimation

Posted: Mon Apr 28, 2014 6:53 am
by styx
I'd appreciate it very much if it could be solved soon.

Thanks a lot.

Re: saving bandwidth using long-run variance estimation

Posted: Mon Apr 28, 2014 12:43 pm
by EViews Glenn
We've added a @title data member for the table object that will return the title string from the table, as in "string f = tab1.@title". You could then manipulate the string to grab the value of the bandwidth. It'll go out in the next patch (I don't know for when that is scheduled, but if it doesn't show up soon, I'll double-check on it).

Re: saving bandwidth using long-run variance estimation

Posted: Tue Apr 29, 2014 1:28 pm
by styx
Dear Glenn,

It's very kind of you, thank you very much!

Kind regards,
Peter

Re: saving bandwidth using long-run variance estimation

Posted: Fri May 02, 2014 12:52 am
by styx
Dear Glenn,

Unfortunately, this new title function has not yet been available. Can you please let me know when the new patch will be released?

Thanks a lot.
Kind regards,
Peter

Re: saving bandwidth using long-run variance estimation

Posted: Fri May 02, 2014 9:47 am
by EViews Glenn
I'll see if we can get one out today.

[edit] Sorry for the delay, but I'm told the patch will go out on Monday. Thanks for your patience.

Re: saving bandwidth using long-run variance estimation

Posted: Tue May 06, 2014 12:27 am
by styx
Dear Glenn,

Thank you very much, it works perfectly.

Kind regards,
Peter

Re: saving bandwidth using long-run variance estimation

Posted: Tue May 06, 2014 12:33 pm
by EViews Glenn
Great. Glad it works for you.