EViews Add-ins and Library Packages
EViews offers an EViews Add-ins infrastructure that provides seamless access to user-defined programs using the standard EViews command, menu, and object interface. Using Add-ins, you can add user-defined features of power and sophistication that are virtually indistinguishable from built-in features.
Add-ins offer you a exciting new way of running EViews programs. You may readily define Add-ins that augment the EViews language with user-defined commands, specify new menu entries for point-and-click program interaction, and display program output in standard EViews object windows.
All Add-ins require EViews 7.1 or above (note some Add-ins might require later versions). Add-ins do not work with the student version of EViews.
The following are a set of freely downloadable add-in packages and libraries that you may use to extend your copy of EViews.
Add-in packages are EViews programs that, when installed, look and feel like built-in EViews procedures. Packages may generally be run from the EViews object and Add-ins menu, or via commands. Once installed, add-in packages should require no user-modification.
Add-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.
To download an Add-in, simply click on the Add-in name, instruct your browser to open the file using EViews, and let EViews do the rest...
Note: IHS EViews does not provide telephone or email technical support for individual Add-ins. If you need help with an Add-in, please click on the corresponding support link below.
If you would like to contribute your own Add-in and have it listed here, please visit the Add-in Writer's Forum for details on how to submit. An * next to an Add-in's name indicates the Add-in was developed by an EViews community member rather than by IHS EViews.
|aim_solve*||2011/02/07||Provides a way to simulate DSGE models within EViews. Requires R and the AMA package, and knowledge of the EViews model object.||Forum|
|ARIMASel||2010/05/28||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.||Forum|
|BaiPerron||2010/10/12||This add-in performs the Bai-Perron (1998) breakpoints test, as implemented in the R package "struccchange". Note R is required for this add-in.||Forum|
|BiProbit||2010/09/28||Computes a bivariate probit regression.||Forum|
|BMA||2012/04/05||Computes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. >Note R is required for this add-in.||Forum|
|BNDecom||2011/07/07||Performs the Beveridge-Nelson decomposition..||Forum|
|BPTest||2010/11/24||Calculates the Breusch-Pagan LM test and associated other tests for random effects for a least squares regression in a panel workfile.||Forum|
|BVAR||2010/11/30||Performs a Litterman / Minnesota / Ko-Ko or Sims-Zha (1998) Bayesian VAR estimation. Note a previous version of this Add-in was based on the R package MSBVAR. This version of the Add-in can be obtained here||Forum|
|CanCor||2010/07/08||Calculates canonical correlations between two group objects.||Forum|
|CDTest||2013/06/06||Tests for cross-section dependence amongst the residuals of an equation.||Forum|
|EqBootstrap||2010/06/28||Allows you to bootstrap standard errors and point estimates from a linear least squares equation.||Forum|
|EqRefresh||2010/09/09||Refreshes/Re-estimates the equations in your workfile||Forum|
|EqTabs||2010/09/27||Allows you to organize the output from the equations in your workfile into one table.||Forum|
|ExpSmooth||2010/04/09||Performs an expanded set of exponential smoothing and forecasting techniques, including automatic model selection. Note R and the Forecast package are required for this add-in.||Forum|
|Fama-Macbeth||2013/04/18||Performs Fama-MacBeth regression on a set of portfolio or asset returns and factors and returns summary results including the output of a simple cross-sectional average regression.||Forum|
|FDFilter*||2010/09/27||Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter.||Forum|
|fracdiff*||2010/12/10||Fractional differencing, where the difference parameter can take non-integer values.|
|GBASS*||2011/06/21||Estimation of the Generalized BASS model.||Forum|
|GenDummy*||2011/05/02||Provides a simple interface for generating time based dummy variables.|
|GetExchangeData||2011/02/08||Provides an easy way to download international exchange rate data into EViews.||Forum|
|GetMacroData||2011/02/02||Provides an easy way to download US macro data into EViews.||Forum|
|GetQuandl||2013/07/03||Provides an easy way to download data into EViews from the Quandl website.||Forum|
|GetStocks||2010/05/10||Provides an easy way to download US stock data into EViews. Note this Add-in is also included in the TechAsis Add-in.||Forum|
|GroupX12*||2013/11/01||Provides a way to quickly perform X-12 seasonal adjustment on every series in a group.||Forum|
|GURoot||2013/04/01||Performs individual unit root tests (ADF and DFGLS only) on each series in a group.||Forum|
|HCCM||2010/04/14||Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations.||Forum|
|HDecomp*||2012/04/12||Performs historical decomposition analysis on a VAR object.||Forum|
|Heckman||2010/04/13||Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood).||Forum|
|LDVHAC||2010/09/14||Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations.||Forum|
|Mcontrol*||2010/11/09||A command line tool for solving model objects when there are multiple control and target variables, with or without inequality constraints. Note that imposing inequality constraits requires R.||Forum|
|Mishkin||2011/02/25||Performs the Mishkin (1983) test that tests rational pricing of accounting numbers.||Forum|
|MonthLag||2011/01/20||Creates monthly lags or leads on daily data. Contains options on how to handle end of month and non-trading day issues.||Forum|
|Normtest||2010/09/08||A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests.||Forum|
|NormContour||2013/04/03||Plots a bivariate normal distribution contour..||Forum|
|PairsTrade*||2012/01/23||This add-in performs Asset Pairs Trading Analysis, and demonstrates how economic concepts and/or econometric techniques can be useful in financial decision making (i.e. trading) and how EViews can effectively handle the whole process. The analytic structure behind the add-in is a restricted and a slightly less sophisticated version of the original model currently being used at Yapi Kredi Invest (among other tools). Copyright Eren Ocakverdi 2012||Forum|
|Periodogram*||2013/11/26||This add-in calculates the estimated spectrum of a time series series object.||Forum|
|PPURoot*||2012/05/07||This add-in, written by Prof. Ruben Ibarra, performs the Perron (1997) unit root test with a break in the trend function at an unknown time.||Forum|
|PseudoR2||2010/04/28||Calculates the Mcfadden, Efron, Cox & Snell, and Nagelkerke pseudo R-squareds.||Forum|
|RecShade*||2010/11/11||Applies US or Japanese recession shading to a graph object.||Forum|
|RecDum||2010/04/06||Creates a US recession dummy variable in your workfile.||Forum|
|RobustReg||2010/10/07||Robust Regression (or M-Estimation).||Forum|
|Roll||2010/04/19||Performs rolling regression from a single equation object, letting you store various coefficient or equation statistics from each iteration of the roll.||Forum|
|rtadf*||2013/08/28||Performs four typs of right tailed unit root test that help detect price bubbles.||Forum|
|SignifCoefs||2010/02/10||Shades the significant coefficients in an equation's output. Three levels of significance can be specified, as can the colours associated with each level of significance.||Forum|
|tarcoint*||2012/02/22||Performs the Enders and Siklos (2001) cointegration and threshold adjustment procedure.||Forum|
|tbl2tex||2010/12/17||Converts simple EViews table objects (such as frozen equation output) into LaTeX files.||Forum|
|TechAsis||2010/05/10||Allows you to perform various technical analysis techniques on stock data. Note this Add-in package includes the GetStocks add-in.||Forum|
|Trim||2010/11/24||Allows you to perform trimming or Winsorising on a series or group.||Forum|
|TSDGP||2011/07/14||Creates time-series data that follows either an ARIMA or a GARCH process (or both!)||Forum|
|TSNorm||2010/05/27||Computes the Bai and Ng (2005, JBES) time-series normality test. (Note this is now part of the Normtest Add-in).|
|TVAR||2011/10/25||Estimates a Threshold VAR. Note R and the tsDyn package are required for this add-in.||Forum|
|VARForecast||2010/02/10||Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided.||Forum|
|ZAURoot*||2010/04/07||Zivot-Andrews Unit Root (1992) test with single structural break.||Forum|
|EqOutputTab||2010/04/14||Provides a subroutine that creates an equation output table, based on a coefficient vector and a covariance matrix. Optionally fills out the header information too.||Forum|
|GetList||2010/08/03||Provides a subroutine that asks the user to provide a string list. The user input can be a simple list, an svector or table objects containing a list, or a text, csv, or Excel file containing a list. The subroutine will then return that list as a string.||Forum|
|TechAsis||2010/02/10||Provides a group of subroutines that let you calculate technical analysis statistics using stock prices.||-|
|ZAURoot*||2010/03/16||Provides a subroutine that lets you calculate the Zivot-Andrews (1992) Unit Root test.||-|