Does stationarity of variables matters to simultaneous equations?
In another words, I work on a simultaneous equations system, should I test the variables for unit root?
Search found 6 matches
- Sun May 31, 2015 6:43 pm
- Forum: Econometric Discussions
- Topic: Simultaneous equation Time series
- Replies: 2
- Views: 3650
- Tue Apr 29, 2014 10:21 pm
- Forum: Data Manipulation
- Topic: grouping pooled data
- Replies: 1
- Views: 2410
grouping pooled data
How are the identifiers in a pooled system grouped?
suppose water consumption of 48 states which are included in 9 region. Is there any command by which the water consumption of the related states, situated in a region, are summed, or they should be summed one by one?
Is "@group" useful?
suppose water consumption of 48 states which are included in 9 region. Is there any command by which the water consumption of the related states, situated in a region, are summed, or they should be summed one by one?
Is "@group" useful?
- Thu Nov 29, 2012 4:51 am
- Forum: General Information and Tips and Tricks
- Topic: Structural break tests help
- Replies: 12
- Views: 23210
Re: Structural break tests help
the question remained unanswered and it is mine too, how to run structure break in eviews?
- Sun Sep 09, 2012 8:00 am
- Forum: Estimation
- Topic: GLS or WLS
- Replies: 5
- Views: 5747
Re: GLS or WLS
firstly thanks for ur responses
what i asked depends on the relationship between variance and one of the independent variables,
how can i find the relationship
for example if var= Z . X
var= variance
Z= what i need
X= one of the coefficients
then how can i gain variance to calculate Z ?
what i asked depends on the relationship between variance and one of the independent variables,
how can i find the relationship
for example if var= Z . X
var= variance
Z= what i need
X= one of the coefficients
then how can i gain variance to calculate Z ?
- Sun Sep 09, 2012 7:08 am
- Forum: Estimation
- Topic: GLS or WLS
- Replies: 5
- Views: 5747
Re: GLS or WLS
i had done what you have told but i do not know how to fill the fields of "TYPE" and "WEIGHT SERIES" in the window of "equation estimation>option". "TYPE" includes variance, S.D deviation and their inverses. which one should be used? what should be written in ...
- Sat Sep 08, 2012 10:55 am
- Forum: Estimation
- Topic: GLS or WLS
- Replies: 5
- Views: 5747
GLS or WLS
hi i used OLS for a time series model then i found out the problem is heteroscedasticity so i try to estimate the model with GLS or WLS but i do not know how to do it in EViews. also which one of the independent variables should be multiplied by the either sides of the equation to make an equation w...