BVAR marginal likelihood
In a previous post in the forum it was mentioned that Eviews does not provide the marginal (log) likelihood for BVAR estimations (I use Eviews 8 ). However, when I use the Sims-Zha prior, a marginal...
View ArticleHow to change both name and display name of variable
Ok, thanks for your reply.How can I get the original name of a variable then ?Here is my problem : I'm reading series from a .tsv file. EViews is reading it perfectly except for a bunch of variables...
View ArticlePanel data OLS and fixed effects
Drop first. Dummy variable. Or excluding intercept from ur equation to avoid falling into dummy variable trap
View ArticleInitial values used by EViews
Hi Gareth,Print was not the rigth word I should have used.I want to save the initial values in a matrixfor each non linear equation that will be estimated.How can I do that?Thanks!Danny
View ArticleInitial values used by EViews
Prior to estimation copy the values out of the C vector into a matrix
View ArticleInitial values used by EViews
Hi Gareth,I do not know how or where I can get the C vector? Is it simply, for instance, create a matrix, say, initValue, and then initValues(1) = C(1), initValues(2)=C(2), etc.Thanks!Danny
View ArticleHow to change both name and display name of variable
Try:Code:%myname = name_of_series.@attr("originalname")
View ArticleInitial values used by EViews
It is in your workfile. But, yes, you can reference it like that.
View ArticleOutput Problem: User Specified Impulse Responses in SVAR
Can you post the workfile with the estimated SVAR, etc.?
View ArticleClik here to view.
Output Problem: User Specified Impulse Responses in SVAR
I have attached a sample. The matrices a and b are the short run restrictions. "SVAR model" is the model before imposing restrictions a and b. The matrix "user_specified" are the one unit shocks I'm...
View ArticleHow to change both name and display name of variable
Thanks a lot for your reply !Finally I noticed that the displayname was still the original name so I did Code:%name=name_of_series.@displayname
View Articlefcast error message - Unable to compute due to missing data
Hi, I am running the fcast add-in after structural VAR and getting an error message saying unable to compute due to missing data in "...(writes out the equation)....". My codes are:for %y ir uk us''...
View Articlefcast error message - Unable to compute due to missing data
Would need to see the workfile
View Articleslow when saving pages/ doing estimatino
I'd also like to know:1. How large is your workfile (file size, number of observations, number of series)2. When you save to the network, is the folder being hosted by a Windows server or something...
View ArticleOutput Problem: User Specified Impulse Responses in SVAR
Your responses should be the same by row since your user-specified response basically defines responses of a given variable X to impulses that sum across all of the corresponding impulse-responses in...
View ArticleWorking with files in working memory
Johan:In EViews 9, we changed our code to use a buffered file reader class when opening and saving a workfile. The new class gave us significant improvement over our previous file reader. By default,...
View ArticleQuestions related to arch model
Hi,I'm trying to estimate a model of the form equation myEquation.arch(0,2,ged,z,backcast=0.7) varDep myDummies ar(1) ar(2) sar(3) sar(4) ma(12) ar(12) sar(12) Question 1 : I read that the minimum...
View Article