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Multinomial logit model

February 9, 2016, 8:21 am
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I want to use multinomial logit model with three outcomes, with a sample on household data. However, the sample is weighted; some records represent more cases (households) than others. Would it be correct to run multinomial logit model without taking into account those weights? In addition, the data is in the long format.

Please help.

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Structuring bilateral data on excel

February 9, 2016, 8:40 am
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Neither example seems to make much sense to me.

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The forecasting process

February 9, 2016, 8:42 am
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I don't understand your question. Just write the dependent variable as d(myseries). You can include lags as independent regressors if you want - it doesn't change anything.

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Using the last observation in a series as a scalar

February 9, 2016, 8:43 am
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Using the last observation in a series as a scalar

February 9, 2016, 9:19 am
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Automating variable choice

February 9, 2016, 9:22 am
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Is there a canned program code that would have eviews take a set of variables and run all possible combinations and permutations of equations with those variables and give you the resulting r-squareds for a specified dependent variable??

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Automating variable choice

February 9, 2016, 9:28 am
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Stepwise will do it (for a given number of regressors), but won't report the R^2, it will just choose the best one.

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Structuring bilateral data on excel

February 9, 2016, 10:30 am
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Perhaps I should have clarified what FDI flows data I have. I have FDI flows from 32 source countries (Austria and Belgium in the examples) to 11 host countries (Slovenia, Estonia in the examples) varying across time from 2000 to 2012 (I included only 2000 and 2001 in the examples). I have attached an excerpt of how it is structured straight from the Eurostat database (only for Belgium as a host country).

I'm not sure if my examples are clearer now but if not, could you please suggest a data structure forgetting my examples?

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Structuring bilateral data on excel

February 9, 2016, 10:34 am
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Really depends on what you want to do.

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Automating variable choice

February 9, 2016, 11:13 am
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Awesome, thanks. Is there something similar to chose the lowest RMSE in a pseudo forecasting program rather than the r-squared?

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Automating variable choice

February 9, 2016, 11:21 am
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Fama-MacBeth regression

February 9, 2016, 11:23 am
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Model stability

February 9, 2016, 1:57 pm
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Hi,

Checking the stability of a model can be done directly (by checking the roots) or indirectly (via simulation).

To my understanding, only the latter approach is currently available in EViews.

The TROLL software, on the other hand, offers a command called LKROOTS, which checks the roots of a model and thus the model's stability.

It would be really good if EViews had a feature like LKROOTS for working with model objects. Could this possibility please be considered?

Cheers,
Graeme

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tabulation view

February 9, 2016, 3:35 pm
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It would be nice if...
When a series being tabulated has long valmap strings, it would be nice if the value column either expanded (some) automatically or was adjustable so that it's easier to read the values.

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User-specified priors for BVARs ?

February 9, 2016, 4:23 pm
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Hi,

The manual shows how to estimate BVARs with user-specified parameter values for the Sims-Zha Normal-Wishart prior.
vector(3) S0 = 1
vector(7) H0 = 1
var bvar.bvar(prior=sznw, userprior, userhmat = H0, userrescov=S0) 1 2 gdp inflation interest

I have tried unsuccessfully to do the same for the Minnesota prior (in this case, the means and covariance). For example, I would like to specify a vector of means containing both 0s and 1s depending on whether the variable is stationary or not.

Would you mind providing an example ? Thanks !

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ARDL Approach to Cointegration

February 9, 2016, 8:48 pm
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Can anyone explain to me: How many independent variables were allowed for using Panel ARDL/PMG estimation? I have difficulties with Panel ARDL/PMG in eviews 9. The error messages keep showing that "Log of non positive number"and "nearly singular matrix". Pls kindly help me with this. If possible, pls assit me with step by step guidelines. Thank you all in advance.

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Sign Restricted VAR

February 10, 2016, 2:28 am
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Thank you very much for a quick answer. My colleagues and me are glad to her this. We were also wondering if you would maybe be willing to provide a source code so we could try to enhance it to allow for zero restrictions also (using Arias et al., 2014 algorithm)?

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GetQuandl

February 10, 2016, 3:58 am
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Hi there,
I have failed to download at once 2 series from Quandl...Evidently I am doing I should be doing something wrong so I would appreciate a bit of guidance here :)

%list2= "CME/CLF2016 CME/CLG2016"
for %a {%list2}
statusline {%a} downloading
getquandl {%a}
rename settle %a
statusline {%a} done
next

In addition, I would like to download all the series to the same workfile without creating a new file all the time. In the documentation I only found that it is possible to set the start and end date.

Cheers,

Fede

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Problem with Kao cointegration test

February 10, 2016, 4:05 am
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Dear all,

I have run a Kao Panel Cointegration Test in Eviews 8. I have seen on the help the formula used to do the calculation, which is I think the 46.18 in the link:

http://www.eviews.com/help/helpintro.ht ... 060.4.html

When I run the cointegration test, I get the Kao t statistic, residual variance (sigma squared of "v" in the formula), hac variance (sigma squared of "0v" in the formula") and what I think is the t_p from the formula, the t statistic in the auxiliary regression. However, when I try to make the calculation appliying the formula "by hand", I get a quite different result.

My question is if the output that anyone can get from the Kao cointegration test (the residual variance, HAC variance and the t statistic in the auxiliary regression) is supposed to be coincident with the elements used to do the calculation of the Kao t statistic.

Kind regards,

Fructuoso



P.D. In the case it is necessary to clarify my question, this is the output that I get from Eviews:

            t-Statistic    Prob.
ADF            -7.432208     0.0000
Residual variance     0.014640    
HAC variance         0.003992    

    With auxiliary regression:
Variable    Coefficient    Std. Error    t-Statistic    Prob.
RESID(-1)    -0.553640    0.044463    -12.45184    0.0000

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GetQuandl

February 10, 2016, 4:27 am
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I went through the code of the add-in. The last part before the subroutines had a stop. Just before it says that "this part is to download more than one series". I commented the stop and it seems to work. However, after 20 series it stopped working. I get an error saying "Web server error: Too Many Requests in "WFOPEN(WF=QUANDL, PAGE="QUANDL", TYPE=TXT) HTTP://WWW.QUANDL.COM/API/V1/DATASETS/C ... 2016-12-30". I cannot even download one single series. Is this restriction perday? Where could I check it?

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