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  • How to skip a regression when it has an error - EViews. com
    How to skip a regression when it has an error Postby EViews Gareth » Wed Dec 01, 2010 9:47 pm Which version of EViews?
  • Testing the day of the week effect by GARCH (1,1) - EViews
    Hi everyone, I'm newbie to Eviews I'm trying the determine whether the time series data (daily returns of a stock index) is stationary or non-stationary Afterthat examining the day of the week effect by OLS with dummy variables and GARCH (1,1) model I attempt to analyse the data by ADF test I don't under stand how I can choose the lag length in unit root test I choose the default value of
  • State Space Models coefficients - EViews. com
    Re: State Space Models coefficients Postby trubador » Mon Jan 14, 2013 1:37 pm There is a pre-defined object in the workfile called "c", which is the default coefficient vector where EViews stores estimated parameter values
  • How to enter data into a panel workfile. - Page 13 - EViews. com
    Re: How to enter data into a panel workfile Postby EViews Gareth » Mon Mar 14, 2016 4:46 pm Which column is the time dimension and which column is the cross-section dimension?
  • HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL? - Page 3 - EViews. com
    Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL? Postby trubador » Thu Aug 18, 2011 3:26 pm This is quite a common mistake made by users when modeling logl in EViews, so please search the forum for possible remedies
  • Impulse Responses to exogenous VAR variables - EViews. com
    I tried obtaining the impulse responses with the "user specified" shocks option in Eviews to no avail The problem seems to be that the shock matrix needs to be of the same dimension as the number of endogenous variables
  • STAR* - Page 4 - EViews. com
    For questions about EViews Add-ins available from the EViews Add-ins webpage Note each add-in available on our webpage will have its own individual thread Moderators:EViews Gareth, EViews Moderator, EViews Esther
  • reference dummy variable - results not the same - EViews. com
    Hello, I estimated a probit model As explanatory variables I included 2 of 3 dummy variables, in order not to fall into dummy varibale trap Therefore my omitted dummy varibale is my reference dummy variabel After estiamting the equation all the p-values were statistically significant! BUT then I wanted to try out if my results remain the same when I omitt one of the other dummy variables




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