confidence interval irf
Hello,I am new to eviews. I am trying to run an impulse response function in eviews. The results return graphs for each impulse but do not show the confidence interval. How can I add the 95% confidence...
View ArticleUpper Value of Equation's Sample
The current output of my existing equation when accessing its sample data member, eq_01.@smpl is this:09-12-2016 02/24/2017I have also stored it in a string vector:Code:svector eq_date =...
View ArticleSeasonal adjustment
saranya wrote:I don't think there is a direct way to do it. you can initially seasonally adjust the series and ensure that it equals the annual (four quarter sum) by equally distributing the residual...
View ArticleUpper Value of Equation's Sample
Use the @word function to return the second part of the sample.
View Articleconfidence interval irf
Make sure one of the Response Standard Error options is selected (if available).
View ArticleFama-MacBeth regression
Hi,i run a fama macbeth regression in eviews using the add-in (fama andfrench (1993, 2015) models), it works for the three factor model or anyother combination of four factor model but it does not work...
View ArticleFama macbeth regression using the add-in erors
Hi,i run a fama macbeth regression in eviews using the add-in (fama andfrench (1993, 2015) models), it works for the three factor model or anyother combination of four factor model but it does not work...
View ArticleBasic Rolling Regression
Hello,Is it possible to perform Bai-Perron test with one maximum break , store the breakdate and then estimate rolling regression on the periode before the break date and the period after the...
View ArticleBasic Rolling Regression
Yes it is possible (although why use the Bai-Perron if you only have one breakdate?).
View Articleconverting script to eviews programs to run later
Hi. I'm using version 9.5. As a test I've captured my commands using command capture. Saved it as a text file. Trying to see if I can save my script and run it like a program anytime. Two issues:1....
View Articleconverting script to eviews programs to run later
The long answer is that when you perform thing interactively (with the menus/dialogs) you often work with unnamed objects. For example when you click on Quick->Estimate Equation, an equation gets...
View ArticleDue Dates on Weekends
I believe the following does what you want utilizing your holiday series public_hol:Code:series tmp = (@day = 20 or @nan(tmp(-1), 0) = 1) and (@weekday > 5 or public_hol = 1)series target = (@day =...
View ArticleFama-MacBeth regression
Can you post your workfile and what exactly you are doing that is not working?
View ArticleWhen to use GLS: cross-section weights?
Can someone please help me...My coefficients are not significant and compared with previous studies they are quite different.I did Cross-Section dependence test and I found that my variables are...
View ArticleChow Test for a date range
Hi, I'm trying to find the beta of stock returns using CAPM. My data is from 2006-2016. I'm concerned that the firm I chose (fund investment) was affected by the 2008 GFC. Actually when I look at the...
View ArticleFama-MacBeth regression
This is how i did, first to import data i have delated the NA With the add in Fama macbeth, i put the list of portfolios in the first row and the list of factors in the second oneFor the 3 factor model...
View ArticleGroups and Database names
I used the fetch command to get data from Haver Database. I have around 30 variables- which are part of various databases within Havers such as G10, EMERGE etc. now when I create a group, the variables...
View ArticleConverting Unbalanced panel data in Balanced
Did you ever receive an answer to this question, I am having a very similar issue with my modelling for my dissertation?
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