Multikolinearity For Panel Data
The file you posted is not a panel data set. That might be a first thing to look at.
View ArticleClik here to view.
DCCGARCH11
Dear Trubador,Thank you for sharing this add in. This add in is very useful for me. But this add in has been expired. Can you extend it again? I will really appreciate itThank you very much.
View ArticleGeneralized variance decomposition
Hi, does any one have any idea if estimation function of Generalized Forecast Error Variance Decomposition is available in Eviews, or any other software packages? Thanks.
View ArticleClik here to view.
RETRIEVING SERIAL NUMBER ALTERNATIVES
HiI bought eviews 8 SV a few months ago via (IHS Online Store) {http://shop.ihs.com/buy/en/ihs/} . I´ve installed it successfully, however, i had to format my PC and lost my serial number . I can...
View ArticleRETRIEVING SERIAL NUMBER ALTERNATIVES
Just email sales@eviews.com with your order information.
View ArticleExtracting observations into matrix
Hi,I made 3x8 panel regressions. I want to put the number of the observations of each regression into a table. How does this work? My code doesnt work. I think i just need the right @obs...
View ArticleExtracting observations into matrix
I don't understand this line:Code: scalar observations_{%dpv}{!eqnr} = observations_{%dpv}{!eqnr} + {%dpv}{!eqnr}.@obs{%dpv}{!eqnr}Why are you adding the scalar to itself?
View Articleregressors trend in ARDL !
hi,when i make regressors the trend start by zero to n (n= number of obs), normally the trend start by one to n.
View ArticleClik here to view.
Extracting observations into matrix
sorry that's a bad manner, that I learnt at the beginning of my programming and I still sometimes use it. correct code isCode:scalar observations_{%dpv}{!eqnr} = {%dpv}{!eqnr}.@obs{%dpv}{!eqnr} which...
View ArticleWhite period coefficient covariance
White diagonal is a robust to a particular form of heteroskedasticity, where individual observations have their own variances (i.e., non-constancy across both cross-sections and periods).
View ArticleExtracting observations into matrix
Probably just need:Code:scalar observations_{%dpv}{!eqnr} = {%dpv}{!eqnr}.@regobs
View ArticleStarting values may be too far from a solution
Hi GarethThanks for your reply. I believe the troll solver is a Newton type. Not sure about the convergence criteria. Thomas
View ArticleEstimation of a System of Simultaneous equations- 3SLS
Hi,I have a 3SLS that is giving me a "Near singular matrix" error when I include 2014 in my time series (1981-2014). However when I leave 2014 out (1981-2013) the system solves.Additionally, I need...
View Articleregressors trend in ARDL !
sorry, if i am not mistaken the rest. linear trend after estimation the ARDL the regressor of trend should start by 1 not by zero (when i make regressors) in generally the trend start by value one.you...
View Articleregressors trend in ARDL !
The starting point of the trend is arbitrary - it is just a transformation of the constant.
View ArticleEstimation of a System of Simultaneous equations- 3SLS
I'm not sure if that is the issue. I tried to remove the dum and it still didn't solve.Here's my system:LF = c(1) + c(2)*Pop1864 + c(3)*LF(-1) emp-emp(-1) = c(5) + c(7)*(Inv(-1)-Inv(-2)) +...
View ArticleEstimation of a System of Simultaneous equations- 3SLS
Might be that the system is really really close to singular, and adding that extra observation pushes it to being numerically indistinguishable from singular.
View Article