compute Hill's estimate
Hello guys do you know how I compute Hill's estimate?The routine bellow does not work and I can not find why... Code:' compute Hill's estimatesubroutine local hill(scalar hill, series x, scalar m)' get...
View ArticleNegative R squared
Good day dears,Your kind support please to help me with the following problem when analyzing the data on EViews:I got negative R squared.knowing that, I am using dummy variables to check the existence...
View ArticleNegative R squared
There is nothing to say that R-squared should be positive when using a GARCH model with no constant.
View ArticleNegative R squared
However, you may have a sign of misspecification. If you run the equation OLS rather than GARCH, what happens?
View Articletoda yamamoto model
I want to ask can we find1. that whether ther is positive causality or negative between variables through toda model kindly tell the procedure 2. Similarly how short run n long run causality can be...
View ArticleHurst Exponent-Rescaled Range Analysis
This short program was posted last year (actually few years back). I found it very useful to compute Hurst coefficient. However, I wonder if the original author of this program or someone else can post...
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Dynamic conditional correlation multivariate GARCH
hiii please I need help I've estimated a DCC-GARCH (1,1) to residuals obtained from the adequate ARMA(p,q)applied to my series of stock . I've got results and everything seems to be ok untill checking...
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Dynamic conditional correlation multivariate GARCH
demoisellesalma wrote:hiii please I need help I've estimated a DCC-GARCH (1,1) to residuals obtained from the adequate ARMA(p,q)applied to my series of stock . I've got results and everything seems to...
View ArticleVAR-Model - Pure Sign-Restriction Approach
Thanks for the effort and sharing. It is indeed a very useful approach and therefore it is very nice to be able to carry out the analysis in EViews as well.
View ArticleDynamic conditional correlation multivariate GARCH
thank u @trubador for your quick reply
View ArticleRE not available for Tobit and Quantile Regression?
Hi, I would like to know can we run FE/RE logit and Tobit regression in Eview 8?
View ArticleRE not available for Tobit and Quantile Regression?
There is no built in functionality for it. You could use @expand(@crossid) to create fixed effect dummies manually.
View ArticleEviews running on OS X El Capitan
A new version of the Student Version for Mac is now available. A full re-install will be required. You will need to drag your current copy of EViews 9 Student version to your trash folder and then...
View Articlecompute Hill's estimate
wach the link below:http://www.utstat.utoronto.ca/keith/pap ... sthill.pdf (see Introduction 1), Hille estimator, in finance, modeling thetails of the distribution of returns is important in the...
View ArticleSelection of optimal lag length in ARDL Bound test
u.the method i know about optimal lag is below: may be it helps uoptimal lag length can be obtain in eviews..open quick menu ---> estimate var ---> write two of your variables in endogenous...
View Articlecompute Hill's estimate
Normally don't read papers for the purposes of answering forum questions, but it looked like it would be easy so I took a quick look. I only glanced at the first bit, but if I'm understanding...
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