Monday, May 13, 2019

Functional Coefficient Estimation: Part I (Nonparametric Estimation)

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Recently, EViews 11 introduced several new nonparametric techniques. One of those features is the ability to estimate functional coeff...
1 comment:
Tuesday, April 23, 2019

Generalized Autoregressive Score (GAS) Models: EViews Plays with Python

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Starting with EViews 11, users can take advantage of communication between EViews and Python. This means that workflow can begin in EV...

Seasonal Unit Root Tests

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Author and guest post by Nicolas Ronderos In this blog entry we will offer a brief discussion on some aspects of seasonal non...
2 comments:
Friday, February 1, 2019

Time varying parameter estimation with Flexible Least Squares and the tvpuni add-in

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Author and guest post by Eren Ocakverdi Professional life of a researcher who follows or responsible from an emerging market can become so...
7 comments:
Tuesday, December 11, 2018

Panel Structural VARs and the PSVAR add-in

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Author and guest blog by Davaajargal Luvsannyam Panel SVARs have been used to address a variety of issues of interest to policymakers ...
13 comments:
Tuesday, December 4, 2018

Nowcasting GDP on a Daily Basis

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Author and guest blog by Michael Anthonisz, Queensland Treasury Corporation. In this blog post, Michael demonstrates the use of MIDAS in EV...
20 comments:
Monday, November 26, 2018

Principal Component Analysis: Part II (Practice)

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In Part I of our series on Principal Component Analysis (PCA), we covered a theoretical overview of fundamental concepts and disucs...
1 comment: