Search found 37 matches

by londonphd
Mon Apr 27, 2020 6:24 am
Forum: Estimation
Topic: CES function
Replies: 2
Views: 2950

Re: CES function

Thank you.
by londonphd
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...
by londonphd
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.
by londonphd
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...
by londonphd
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.
by londonphd
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...
by londonphd
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.
by londonphd
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...
by londonphd
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.
by londonphd
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.
by londonphd
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.
by londonphd
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...
by londonphd
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.
by londonphd
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...
by londonphd
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 :)

Go to advanced search