eviews

  1. R

    GJR-GARCH modelling in EViews

    I am trying to use a GJR-GARCH model for returns of ftse100 index over the last 20 years using daily data. I have run: "rftse c" However, in the variance equation, the ARCH parameter (alpha) has a negative coefficient, which, as I understand, violates the non-negativity conditions. As in Brooks...
  2. D

    Eviews - How to segregate the data?

    Hi there. I have an assignment that requires me to use either Eviews or stata. I'm more comfortable with Eviews, so I'm asking here. I attached the data set and a codebook just in case. So the thing is, the first question asks me to "Determine the median wage and salary income by sex and then...
  3. W

    EViews Break Point Test

    Hi all, I need some advice relating to the Eviews 7 programs file, and the Excel data file, as attached: 1. I ran a rolling Ward break point test program on some PCE [personal consumption expenditures] series and plotted the graph. What do the Y-axis units mean, and how to interpret the...
  4. A

    How to use a mix of random effects and fixed effects?

    Hi, all :wave::wave::wave: I was reading a paper about Free Trade Agreements impact on trade, here is the link http://www.aseancenter.org.tw/upload/files/OUTLOOK002_02.pdf. I have been contacting the author, but he wouldn't explain in detail :confused::confused::confused::confused: For...
  5. M

    Tim series Analysis in EViews

    Hello Everyone,I have a question which may be very simple .For Example I have estimated ARIMA(1,1,4) from a data having sample 1961-1999.To produce forecast I re-estimate sample from 1961-1995 and then its easy to produce forecast on eviews.I want to confirm forecast produced by EViews manually...
  6. H

    how to proxy a variable? (geometrically declining weighted moving average)

    Hi, I would be very grateful if someone could help me with a problem. Im replicating a study with new panel data and must now proxy a variable by a given equation (from the study): π_(L,t) =(1-δ)*π_(L,t-1)+ δ*π_(t-1) :underscore means subscript It says that π_(L,t) is found from a weight on...