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!
