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
Program: many regressions with output to Excel?
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EViews Gareth
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