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Greetings!

I am estimating the the BTVC-VAR model. However, my results return a "No Estimates" result. Please advise.

For !c = 1 to 3 'number of selected countries
%c = table_countries(!c,1)

For !smpl = 0 to !num_forecasts

' 1st estimate the BTVC-VAR model
smpl %start_est_date %start_forecast_date-1+!smpl
var ca_{%c}_var05.btvcvar (t0=0) 1 2 CA_{%c} GDP_GROWTH_{%c} TRADE_OPENNESS_{%c} REER_ZD_{%c} 'RESULTS: THE MODEL HAS NO ESTIMATES.

' 2nd calculate out of sample forecasts and forecasts errors
smpl %start_forecast_date+!smpl %start_forecast_date+!smpl+!forc_period_ahead 'out-of-sample
ca_{%c}_var05.forecast(f=na) NNT 'Error Message: The model contains errors and could not be compiled in "CA_{%C}_VAR05.FORECAST(F=NA) NNT" on line 789.
genr errorf_gdp_growth_{%c}_var05 = gdp_growth_{%c} - gdp_growth_{%c}_NNT 'gdp_growth forecasts error
genr errorf_ca_{%c}_var05 = CA_{%c} - CA_{%c}_NNT ' CA forecasts error
genr errorf_reer_zd_{%c}_var05 = reer_zd_{%c} - reer_zd_{%c}_NNT ' reer_zd forecasts error
genr errorf_trade_openness_{%c}_var05 = trade_openness_{%c} - trade_openness_{%c}_NNT ' trade_openness forecasts error

Next ' !smpl

Next '!c

Kind Regards,
Nwabisa

Could you provide a program that just does the bit you're having trouble with?

Dear Gareth

Kindly see the attached program.

should be

I appreciate your timely responses, but I still get the same result. Kindly see the attached screenshot.

Btvcvars are only available in EViews 13

Dear Gareth,

It turns out that the issue is that I am using Eviews 11, and BTVC is a new edition in Eviews 13.

Thanks again.

Btvcvars are only available in EViews 13

Yes, I just realised now.

Dear EViews Experts,

When I run my code for the Bayesian time-varying coefficient VAR model, I get not errors, but at the same time I get no results. The code just runs quietly, and nothing shows up in the end. Please assist.

I am using EViews 13.

Kindly find the attached code and data.

Kind Regards,
Nwabisa Florence Ndzama

You have a space between the VAR command and its options.

Sorry Gareth, I made an amateur mistake.
But now I have a new and strange problem, the code runs without errors, I can see the estimation results for Australia, and then boom EViews shuts down. It just closes itself, like literally.

Is your copy of EViews up to date? If so, could you repost the corrected code?

Hi Gareth,

See attachment.

Kind Regards,
Nwabisa

Thanks, we'll investigate.

Okay, Thanks Gareth.