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coefs factors by loop
(***)EViews 9 Command Ref, chap 11, p 264vector a = x.@row(3)extracts the third column of X into the vector a, "column should be row".
View ArticlePanel or Pool?
HiThank you for your explanation about Panel and Pooled. I would like to ask some question. How can I check multicollinearity in Pooled Least Square. In Eviews 6, I click Quick --> Group Statistics...
View Articlepanel unitroot test
Hi,I am proceesing panel datas,i have 7 variables. When i did the unit test for each series.All the results were very significant .I have tried different options(none ,intercept,intercept and...
View ArticleTime varying SVAR
Hello, Thank you so much for answering my inquiry concerning Date selection vector .. the adds in was already uploaded and I did not notice the example in the forum, thats why I used a randomly...
View ArticleRogers robust standard errors
My understanding is that Rogers robust standard errors are a name for clustered standard errors. I'm not sure why we need yet another name, but there you have it. Clustered standard errors are...
View ArticleMGARCH Diagonal BEKK results & Volatility spillovers
Hi everyone.Hopefully, you'll find the EViews codes provided in the attached master thesis useful. The codes are written to estimate the general form BEKK-GARCH where A and B are unrestricted. Thus,...
View Articleadd factors for actives
Hi,Eviews 9 offers option to create add-factors "So that this equation has no residuals at actives". However, I cannot find the corresponding command in the object reference. IS there such command, and...
View ArticleSwitching variable state from exogenous to endogenous
Hi, I am writing a model with the debt dynamics equation. The problem I have is that I need the primary balance (PB) to be exogenous up to where data is available and to be determined within the model...
View ArticleSome datatypes not retrieved from Datastream
Hi I am trying to fetch for instance the delta of a call option in Datastream. Unfortunately, this does not seem to be working.fetch(d="DS_DB",link,c=l) SPX0316400C(DZ)And it produced the following...
View ArticleStatic data from Datastream
Hi JasonI was just wondering if there are any news on retrieving static data fields and the content of constituent lists from Datastream.Thanks in advance for your help.Best regardsRasmus
View ArticleSwitching variable state from exogenous to endogenous
The actexist option on the exclude proc:http://www.eviews.com/help/helpintro.ht ... 23ww215852
View ArticleOverreaction/ Asymetric mean-variance
Good afternoon people,I am currently working on my thesis subject and want to prove overreaction of the main european indexes (FTSE, CAC, DAX) to the Greek debt crisis of 2015.In order to do so, I need...
View Articleadd factors for actives
Thanks. Just a word of warning, this is option is not metioned in the object reference attached to the program - see attached file.
View ArticleQuandt Andrews BP Test warning about continuous sample
Hi,Please explain why the warning below the results of my Quandt-Andrews test? What are the implications of this warning with respect to my stability test?Thanks!Quandt-Andrews unknown breakpoint test...
View ArticleRogers robust standard errors
Thank you Glen, I will try your suggestions. Much appreciated.
View Articlegetting series labels in a workfile
Hello -I am importing an excel spreadsheet with several time series into a workfile, where the first row represents the names of the series. Is it possible for me to get the list of all the names in...
View Articlegetting series labels in a workfile
You can use the @wlookup command to retrieve a list of all the series in the workfile. If some series exist prior to you doing the import and you want to know which ones have been added during the...
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