First Character Identification... Number or String???
Code: [code] @isna(@val(@left(%myvar,1))) [/code] Will return 1 if it is a character, and 0 if it is a number.
View ArticleDID models for non-panel data
Hi everyone, I found in the EViews Help this statement: (To estimate DID models on non-panel workfiles, you will need to specify the appropriate least squares model manually using standard least...
View ArticleDID models for non-panel data
Difference in Difference estimation is just standard OLS. EViews doesn't have a built in DiD estimator for non-panel workfiles, but since it is just OLS, you can estimate it with the OLS estimator.
View ArticleDID models for non-panel data
Thank you Gareth for your response! I have no problem with what you said, but I want to understand the structure of non-panel data. What do you mean by it? Is there a practical example or a paper that...
View ArticleWhat to do with the .prg_Snapshots folders and .evsettings files?
Company IT policy would not allow me to change hidden file settings. Is there a way to ask EViews software to not generate these files?
View ArticleWhat to do with the .prg_Snapshots folders and .evsettings files?
Options->General Options->Snapshots
View ArticleDID models for non-panel data
Suppose you have an outcome variable y and two dummy variables, treated and after. (So some observations of y are treated after a certain date and others are never treated--the control group.) You...
View ArticleLoop Equations Yearly
Hi - I am looking to loop the below so they are recalculated every year. Any idea a better way than the year by year approach below? Thanks! smpl 2022 2022 series cap = (1-d)*cap(-1) + inv(-1) series y...
View ArticleLoop Equations Yearly
The loops don't really make sense. Is there any reason you cannot simply do: smpl 2022 2024 series cap = (1-d)*cap(-1) + inv(-1) series y = ia*(cap^alpha)*(lab^(1-alpha)) series inv = r*y
View ArticleOnly lagged dependent variable in ARDL long run equation and forecasting
Hello, I've been trying to use an ARDL regression on Eviews 13 in order to obtain the long run relationship for my variables. The problem is that in my long run equation I only obtain the lagged...
View ArticleVECM exogenous variables
Hi, I have a question regarding the treatment of exogenous variables in a VECM. I am using Eviews 12 and all seven variables are I(1). I have estimated a VAR (with all variables in levels) that...
View ArticleEstimating state space model for GARCH(1,1)
Dear EViews Developers Based on this post, it seems that modeling a time-varying GARCH (1,1) or GARCH-M (1,1) is not possible in state space form with the latest EViews to plot the time-varying...
View ArticleDCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
When trying to use the DCC two stage add-in, the Rho's are not populating. Where do I find documentation to understand if I am doing something wrong? I would also like to better understand the DCC(R)...
View ArticleVariance Decomposition in TVC-VAR model (Eviews 14)
Eviews 14 introduces the Time-varying coefficient VAR (TVCVAR) model. Can we compute variance decomposition for fixed horizon for every date in the data sample? The built-in interface in Eviews 14 show...
View ArticleVariance Decomposition in TVC-VAR model (Eviews 14)
There is no built-in support for BTVCVAR variance decomposition at the moment, but it should be possible to write a program using the draws from the posterior distribution. To gain access to the...
View ArticleVariance Decomposition in TVC-VAR model (Eviews 14)
There is no built-in support for BTVCVAR variance decomposition at the moment, but it should be possible to write a program using the draws from the posterior distribution. To gain access to the...
View ArticleIssue with Running ARDL Bounds Test in EViews 14 for PMG Model
I am currently working on a panel data set with N = 45 and T = 27 and estimating a Pooled Mean Group (PMG) model in EViews 14. The model consists of one dependent and one independent variable. I have...
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