Wednesday, September 3, 2014

Some New Add-Ins for EViews

In my last post (here) I discussed "Add-ins" for the EViews econometrics package. In particular, I concentrated on an Add-in that makes it easy to get from Quandl into an EViews workfile.

The EViews team has just announced the availability of two new Add-ins:
  • BayesLinear: This add-in estimates a linear Gaussian model estimated by Gibbs Sampling.
  • OGARCH: This add-in estimates an Orthogonal GARCH model with 3-step procedure. It is written solely for educational purposes.

As usual, more information about these Add-ins can be found on the EViews website, here, or via the "Add-ins" tab in your installation of EViews:



Check them out!

© 2014, David E. Giles

2 comments:

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