(FAVAR) models by using a one-step Bayesian Gibbs sampling likelihood approach.Ĭomputes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. This add-in perform the estimation of Factor-Augmented Vector Regression Modified by Harding and Pagan for quarterly data. Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm This add-in estimates a linear Gaussian model estimated by Gibbs Sampling. This add-in performs the Bai-Perron (1998) breakpoints test, as implemented in the R package "struccchange". This add-in performs simple portfolio backtesting for a set of positions and associated returns. Performs an ARIMA selection routine, where the order of differencing is chosen via unit root tests, and the AR, SAR, MA and SMA terms are chosen according to an information criterion.Įstimates the Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.Įstimates an Asymmetric VAR as described by Kilian and Vigfusson (2011). Selects the ARDL model structure based on selected criterion and estimate the critical value for ARDL Bound appraoch. Requires R and the AMA package, and knowledge of the EViews model object. Provides a way to simulate DSGE models within EViews. (*) Add-in's name indicates the Add-in was developed by an EViews community member rather than by IHS EViews. If you would like to contribute your own package and have it listed here, please visit the Add-in Writer's Forum for details on how to submit.
If you need help with an Add-in, please click on the corresponding support link below. Note: IHS EViews does not provide telephone or email technical support for individual Add-ins. To download an Add-in or User Object, simply click on the name, instruct your browser to open the file using EViews, and let EViews do the rest. These objects will have their own custom View and Procedure menus and commands.Īdd-in Libraries are EViews programs that extend the EViews programing language by providing routines and tools that other programs, including other Add-ins, may utilize. User Object packages are EViews programs that allow creation of brand new object types within a workfile. Once installed, add-in packages should require no user-modification. Packages may generally be run from the EViews object and Add-ins menu, or via commands. The following are a set of freely downloadable add-in packages, User Objects, and libraries that you may use to extend your usage of EViews.Īdd-in packages are EViews programs that, when installed, look and feel like built-in EViews procedures. Using Add-ins or User Objects, you can add user-defined features of power and sophistication that are virtually indistinguishable from built-in features.
EViews Add-ins, User Objects, and Library PackagesĮViews offers an EViews Add-ins and User Object infrastructure that provides seamless access to user-defined programs and objects using the standard EViews command, menu, and object interface.
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