Search found 6 matches

by vahidestan
Sun May 31, 2015 6:43 pm
Forum: Econometric Discussions
Topic: Simultaneous equation Time series
Replies: 2
Views: 3650

Re: Simultaneous equation Time series

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?
by vahidestan
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?
by vahidestan
Thu Nov 29, 2012 4:51 am
Forum: General Information and Tips and Tricks
Topic: Structural break tests help
Replies: 12
Views: 23209

Re: Structural break tests help

the question remained unanswered and it is mine too, how to run structure break in eviews?
by vahidestan
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 ?
by vahidestan
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 ...
by vahidestan
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...

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