A Guide to the StatFact EViews Add-in

Charles Rahal

doi:10.1007/s10614-015-9507-6

A Guide to the StatFact EViews Add-in

Charles Rahal

Research output: Contribution to journal › Article › peer-review

Abstract

This is a short paper which details the user-written StatFact add-in released by IHS on November 10, 2014. The first section introduces and explains the motivation behind the development of the add-in, the second section details the econometric procedures undertaken and the third provides guidance on the use of the software. The fourth section outlines two empirical examples, and the fifth suggests possible implementations and further developments.

Original language	English
Journal	Computational Economics
Early online date	11 Jul 2015
DOIs	https://doi.org/10.1007/s10614-015-9507-6
Publication status	E-pub ahead of print - 11 Jul 2015

Keywords

Static factors
Macro panels
Bai and Ng
Dimension reduction
IPC

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A Guide to the StatFact EViews Add-in

Abstract

Keywords

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