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I would like to obtain the trend-cycle component of my time series after seasonally adjusting it. Any suggestions are welcome. The data begin at January 1998 and are observed every other month to January 2017. I seasonally adjusted the data using dummy variables, but now would like to analyze the tr...

Okay. Thank you very much for all your help and for walking me through this step by step.

startz wrote:Doing the two stages manually requires a correction to the standard errors.

How can I correct the standard errors?

Since the Eviews 2SLS estimation results are poor, this would suggest that X^ is a noisy predictor of X?

startz wrote:Which results are different?

The standard errors, and therefore t-Statistics, and the summary statistics differ.

1. What is the discrepancy you are seeing? For example, when I use the preprogrammed 2SLS on Eviews I get the following results, which are much different than the ones I just posted. Eviews Estimation.png 2. The link you posted says to use the fitted values. It says that X=X^+v^. And then says to s...

No. You are referring to including the residuals and the fitted values of the endoeneous variable? I got that from pages 6 and 7 from following source: http://www.nyu.edu/classes/nagler/quant2/notes/2slsnotes_oh.pdf. Is this methodology incorrect or just different? But below are the results only us...

Thank you. I want to include both the residuals and fitted value of the possible endogenous variable correct? I generated the fitted values by forecasting the historical observations (phat). I estimated the following: ls att c expand rex (phat+pfit) rinc pop ur win oppwin hwin prev rank temp precip ...

I am trying to test for simultaneity by estimating a 2SLS instrumental variable procedure. I estimated the two steps manually and then compared them to the Eviews preprogrammed 2SLS estimation and got extremely different results. I am obviously making a mistake in one, if not both, of the procedures...

Okay. Now the residuals that are obtained are considered the detrended series?

I am have some questions about how to detrend a series with a deterministic trend and how to apply it in Eviews. Can someone check if my process is correct? Let's say I want to regress a variable Y t on a variable X t , but X t exhibits a deterministic trend. To detrend X t , I run a regression on a...

Okay thanks. I'll look into that.

Okay. I should have been more specific from the beginning because I am proving not skilled enough to apply your solutions into my model. I am trying to restrict a price variable based on the assumption that the own-price elasticity of demand is close to one, adjusted down for the proportion of net r...

Would I estimate the model in the following manner:

ls (y-.5+.5*exp(b1)/(1+exp(b1))) c x2 x3

Is there any way to do this so the a1 (or the translation of a1) will be listed as a independent variable in the results?

Thank you very much. You have been extremely helpful.

Thank you very much. Where could I learn to restrict x1 to a range a values? For example, I want x1 to fall between .5 and 1.