tag:blogger.com,1999:blog-6883247404678549489.post5066159890633492307..comments2023-03-18T02:34:28.633-07:00Comments on EViews: NARDL in EViews 13: A Study of Bosnia's Tourism SectorIHSEViewshttp://www.blogger.com/profile/04703437003033046408noreply@blogger.comBlogger13125tag:blogger.com,1999:blog-6883247404678549489.post-66652898838402318742023-02-22T03:00:53.749-08:002023-02-22T03:00:53.749-08:00Hello, I check that model and is Heteroskedasticit...Hello, I check that model and is Heteroskedasticity (Test: Breusch-Pagan-Godfrey). It is correct when in the model fails the test?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-65556367020622388522022-10-18T18:26:54.592-07:002022-10-18T18:26:54.592-07:00Hi EViews team.
What should one do when there is a...Hi EViews team.<br />What should one do when there is autocorrelation based on LM test? Increasing the lag or differentiating the variable up to 3 three times does not resolve the issue! Interesting enough the unit root test says there is no unit root in level (daily frequency).Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-58848739813935594842022-10-17T12:32:26.566-07:002022-10-17T12:32:26.566-07:00What you're asking cannot be done automaticall...What you're asking cannot be done automatically. Nevertheless, since (N)ARDL estimation is estimated using least squares (LS), what you want can be done manually. <br /><br />After estimating a NARDL equation, proceed to View/Representations. From here, copy the string after "Estimation Equation:". Use this string to remove the variables you don't want and use the remaining string to estimate a basic least squares regression.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-65034402073608851332022-10-17T10:26:22.464-07:002022-10-17T10:26:22.464-07:00Thanks again.
There are a few papers which use th...Thanks again. <br />There are a few papers which use the idea of deleting the insignificant + and - lags based on "Krolzig, H. M., & Hendry, D. F. (2001). Journal of Economic Dynamics and Control", is there any way to separate the positive in EViews?<br /><br />I know it is possible to choose lags in EViews, but do not know how to single out + vs - ones, since even I cannot save those lags or differenced variables to use them in the equation.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-87309213013325595822022-10-17T10:20:11.753-07:002022-10-17T10:20:11.753-07:00Hello there! I have just replicated every example ...Hello there! I have just replicated every example in this post using the dataset in this post and had no such error come up. Please email support@eviews.com and attach the workfile you're using along with a screenshot of the NARDL dialog setup with the regressors you're using which causes this error. Thank you.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-47131480677963996682022-10-17T07:30:03.440-07:002022-10-17T07:30:03.440-07:001) This probably indicates that the test for short...1) This probably indicates that the test for short-run asymmetry is highly significant, but the test on long-run asymmetry is borderline insignificant. To be conservative, I'd conclude short-run asymmetry only.<br />2) That seems sensible.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-85961651241753159642022-10-17T07:25:00.182-07:002022-10-17T07:25:00.182-07:00The asymmetry test is a Wald test on the joint sig...The asymmetry test is a Wald test on the joint significance of all coefficients for a given variable in either the short-, the long-, or simultaneously short- and long- runs. These Wald tests are based on the coefficients of the CEC (default) regression output. In other words, there can only ever be a single situation in which you have the scenario you're talking about and that is that the individual coefficients are insignificant (probably very slightly only), but jointly, they are significant. In this case, you will take the results of the joint test to conclude that asymmetry is indeed valid.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-67702910274409602662022-10-16T14:54:07.636-07:002022-10-16T14:54:07.636-07:00hi-- If the coefficients for partial sum of positi...hi-- If the coefficients for partial sum of positive and negative effects are NOT significant, but the asymmetry test shows that there is an asymmetric effect exists for that variable, what is the inference in this case?<br />tnxAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-77669149791858264892022-10-16T09:27:20.395-07:002022-10-16T09:27:20.395-07:00Thanks for your guidance.
1- What if we only see ...Thanks for your guidance. <br />1- What if we only see short-run Asymmetry and joint asymmetry (But not a long-run asymmetry)? <br />2- In dealing with daily data, clearly there is heteroscedasticity (and even 12 lags might not help the issue), so is it fine if I only use White for the covariance matrix?<br />Thanks for your responseAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-84754218169392963262022-10-15T20:17:30.410-07:002022-10-15T20:17:30.410-07:00Hi
I just got my license to do a NARDL analysis. I...Hi<br />I just got my license to do a NARDL analysis. I realized that whenever I want to perform a NARDL analysis, I get the response "invalid or duplicate specficiation". I use daily log returns of S&P 500, Apple, and VIX. I also tried to use the dataset here (Toursim in Bosnia) I get the same error. I exactly do the same thing that you do here. What should I do? <br />ARDL works but NARDL I get this error. I am on EViews 13.<br /><br />ThanksAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-3396395794428532932022-10-10T03:14:49.531-07:002022-10-10T03:14:49.531-07:00Top! ThanksTop! ThanksAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-15054857907404883742022-10-01T07:17:34.980-07:002022-10-01T07:17:34.980-07:00Amazing post!!!!!!!!!Amazing post!!!!!!!!!Willian Neveshttps://www.linkedin.com/in/willianrn/noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-66636338101427117872022-09-22T05:40:06.372-07:002022-09-22T05:40:06.372-07:00Great to see all of these features now in EViews! ...Great to see all of these features now in EViews! This post is absolutely superb - thanks!Dave Gilesnoreply@blogger.com