Clark and West (2007) MSPE?
Hi all;Does anybody has code for Clark and West (2007) MSPE?I am using EViews 8.ThanksAbdelrazzaq
View ArticleVariance ratio and z*
Hello, i m currently finishing my dissertation(and my MSc) and the last test I have to run is Variance ratio . I have as sample stock returns and I choose the option of variance ratio (2,4,8,16) . I...
View ArticleMixing Frequency and Missing Value handling in DFModel
Hello,I'm trying to estimate Dynamic factor model with mixed frequency (monthly and quarterly), following Mariano and Murasawa (2002). In the model specification my signal equation would be something...
View ArticleInvertibility Condition ARIMA
I have build a programm that goes through a combination of SARIMA terms and different dummy variables and make a table out of the relevant statistics (AIC etc.).What i also want, is to make sure the...
View ArticleInvertibility Condition ARIMA
You'll have to define more carefully what you mean by "make sure".
View ArticleInvertibility Condition ARIMA
E.g. a command to tell me if the condition of Invertibility is met or not, so i can filter those models out
View ArticleInterpreting F Stats
How do you interpret the two F Stats - Prob(F stat) & Prob(Wald F stat)?Prob(F stat) = 0.297Prob(wald F Stat) = 0.00711These may look weird, but it's alright. I'm just doing the basics, the process...
View ArticleInvertibility Condition ARIMA
Well if you just want to check the sum of the coefficients, you can calculate it by hand pretty easily. Something like:Code:!sum = @abs(myeq.@coef(2))+@abs(myeq.@coef(3))
View ArticleCheap K!tchen Cabinets For Sale Online In Bristol Area UK
Cheap K!tchen Cabinets For Sale Online In Bristol Area UK. Thirty Ex Display K!tchens To Clear. www.exdisplaykitchens1.co.uk£ 595 Each with appliances. Tel 01616-694786_________________Cheap K!tchen...
View ArticleThe adherence of exercise in sedentary middle-aged
To exercise SE (Andrade et al., 2010). The interaction and integration of these twoComponents in weight loss interventions is an important component to an individual’sSuccess.Physical Activity and...
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Invertibility Condition ARIMA
Thanks for your answer.Do you think i could somehow automatically read that out (ARMA model is not invertible) from ARMA structure -> Roots:Edit: Also does this consider SMA/SAR terms too?
View ArticleLagrange Multiplier Tests for Random Effects
Glenn,Thank you for your prompt and comprehensive answer! Much appreciated!1. I have checked: Baltagi's textbook has p-values (at least in the 5th edition), but those are not calculated by him but by...
View Articleeq.s options in the rolling regression
Hi,I have to check the robustness of my estimates with different time period.I am using the below code for the same:if @isobject("comparison") then delete comparison endif'create vector to store...
View ArticleLagrange Multiplier Tests for Random Effects
About the EViews user's guide, p. 870, on GHM critical values and also in the current output of the tests in EViews 9:"The critical values of 7.289, 4.321, 2.952 for standard test sizes 0.01, 0.05 and...
View ArticleLagrange Multiplier Tests for Random Effects
Also, that one guy is spelled "Gouriéroux", not "Gourierioux" (w/o "i") in the EViews output (appears twice there), cf. original paper.
View ArticleProblem using "setattr"
HiI have a problem using non english sign in the end of text when using "setattr". For example Code:wfcreate u 1series aa.setattr(label1) Här är lite text å_a.setattr(label2) Här är lite text...
View ArticleBootstrapping IRFs
Hey everbody,I am pretty new to Eviews and would like to use bootstrapped bands as confidence intervals instead of the "regular" analytic standard errors for impulse response functions from an SVAR...
View ArticleUnsupported Source Format
Hi, I am working on Eviews 9, trying to import data from an xls spreadsheet. I first did it manually and got the following captured command: importtbl(name=cty_list) C:\GCM\1215\CTY_LIST.xlsx...
View ArticleInvertibility Condition ARIMA
You could freeze the table output and extract the text from that cell, but it would be a little finicky.
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