Search found 37 matches
- Mon Apr 27, 2020 6:24 am
- Forum: Estimation
- Topic: CES function
- Replies: 2
- Views: 2950
Re: CES function
Thank you.
- Mon Apr 27, 2020 5:29 am
- Forum: Estimation
- Topic: CES function
- Replies: 2
- Views: 2950
CES function
Hello, I have estimated the following nested CES function together with its FOCs. ces.png where, rho is the estimated parameter from which the elasticity of substitution sigma is computed as ces1.png Now I wonder how I could calculate the standard error of sigma for hypothesis testing on sigma . STA...
- Fri Apr 17, 2020 9:23 am
- Forum: Estimation
- Topic: Non-linear least squares in Eviews
- Replies: 2
- Views: 3089
Re: Non-linear least squares in Eviews
Thanks Gareth, works like a charm.
- Fri Apr 17, 2020 8:51 am
- Forum: Estimation
- Topic: Non-linear least squares in Eviews
- Replies: 2
- Views: 3089
Non-linear least squares in Eviews
Hello, I am trying to estimate the following non-linear model via the Estimation Equation menu: logy = c(3)+(1/c(2))*log((((eal*x1)^c(1)+(eak*x2)^c(1))^(c(2)/c(1))+(eae*x3)^c(2))) I selected LS- Least Squares (NLS and ARMA) from the list of methods. Is this the correct option for NLS modes in Eviews...
- Wed Apr 15, 2020 4:14 am
- Forum: Estimation
- Topic: Imposing coefficient restriction on SUR model
- Replies: 2
- Views: 3058
Re: Imposing coefficient restriction on SUR model
Great, thanks.
- Tue Apr 14, 2020 10:39 am
- Forum: Estimation
- Topic: Imposing coefficient restriction on SUR model
- Replies: 2
- Views: 3058
Imposing coefficient restriction on SUR model
Hi, I have the following three equation to be estimtaed via SUR. y1=c(1)+c(2)*x1 y2=c(3)-c(4)*x21+c(5)*x22 y3=c(6)+c(7)*x31+c(8)*x32 I've estimated the system using SUR method, and now I want to impose restrictions on the coefficeints as follows: c(5)=c(8) c(4)=c(7)=-c(5)/(1-c(1)) How do I pass thes...
- Fri Dec 13, 2019 3:11 am
- Forum: Programming
- Topic: CES function estimation using NLS
- Replies: 5
- Views: 6842
Re: CES function estimation using NLS
EViews Gareth wrote:take logs?
Many thanks.
How will I type in the log of the CES function (((al*l)^c(1)+(ak*k)^c(1))^(c(2)/c(1))+(ae*e)^c(2)) ?
Thank you.
- Wed Dec 11, 2019 10:04 am
- Forum: Programming
- Topic: CES function estimation using NLS
- Replies: 5
- Views: 6842
CES function estimation using NLS
Hi, I am trying to estimate the a set of two parameters of a CES function: Y = (((AL*L)^C(1)+(AK*K)^C(1))^(C(2)/C(1))+(AE*E)^C(2))^(1/C(2)) The iteration stops abruptly due to division by 0. Can I limit the range of parameters to non-zero values? I used the param function to set starting values, but...
- Fri Oct 11, 2019 2:21 am
- Forum: Programming
- Topic: system non-linear least squares
- Replies: 4
- Views: 4442
Re: system non-linear least squares
Thank you, I will post questions if I face issues in estimating the models, hope you do not mind sparing a few minutes to answer them.
- Thu Oct 10, 2019 8:57 am
- Forum: Programming
- Topic: system non-linear least squares
- Replies: 4
- Views: 4442
Re: system non-linear least squares
Yes, I would like to estimate a system of non-linear equations, is this possible in Eviews?
Thanks.
Thanks.
- Thu Oct 10, 2019 8:37 am
- Forum: Programming
- Topic: system non-linear least squares
- Replies: 4
- Views: 4442
system non-linear least squares
Hello,
Is there n eviews code for non-linear regression modelling? I am specifically looking for system non-linear least squares (NLSYSTEM) regression modelling code. I read that I could do this in RATs but I do not have access to RATs software.
Is there n eviews code for non-linear regression modelling? I am specifically looking for system non-linear least squares (NLSYSTEM) regression modelling code. I read that I could do this in RATs but I do not have access to RATs software.
- Fri Dec 29, 2017 10:44 am
- Forum: Programming
- Topic: Retrieve DOLS coefficient estimates and SEs
- Replies: 0
- Views: 2032
Retrieve DOLS coefficient estimates and SEs
Hi, I am estimating DOLS rolling window regressions. Is it possible to retrieve the long run coefficient estimates and their standard errors for DOLS equation? I am using the default "coef" option to store the coefficients into a separate matrix column by column, but I have not been able t...
- Wed May 18, 2016 12:11 pm
- Forum: Programming
- Topic: Residuals from cointegrating equations, Johansen procedure
- Replies: 0
- Views: 2287
Residuals from cointegrating equations, Johansen procedure
I was wondering if there is a line of code that helps obtain the residuals matrix of cointegrating vectors from Johansen procedure?
I impose just identifying restrictions but want to see if the residuals of restricted equations are stationary or not.
Thanks.
I impose just identifying restrictions but want to see if the residuals of restricted equations are stationary or not.
Thanks.
- Mon May 16, 2016 12:18 pm
- Forum: Programming
- Topic: logical count
- Replies: 8
- Views: 6562
Re: logical count
If it is a one-off operation, then it probably takes 100th second, and the most efficient could be done in 1000th second. No big deal. If you're doing it 1000 times, or as part of an optimization procedure, then yeah, you might want to think of something more efficient. I cannot think of anything e...
- Mon May 16, 2016 11:51 am
- Forum: Programming
- Topic: logical count
- Replies: 8
- Views: 6562
Re: logical count
EViews Gareth wrote:Brute force:Code: Select all
vector(100) count
for !i=1 to 100
!count = 0
for !j=1 to 5
if x(!i,!j)>1 then
!count=!count+1
endif
next
count(!i) = !count
next
Wow, thanks. But this probably makes my already inefficient code a more inefficient one