Search found 2 matches

by Sanjana.R
Sat Oct 26, 2013 10:42 am
Forum: Estimation
Topic: placing restrictions on coefficients sum to one
Replies: 4
Views: 3903

Re: placing restrictions on coefficients sum to one

but how does that work?

Can I assumer the first set of pi-s to be a simple moving average model based on past four quarters? and then do the regression?
by Sanjana.R
Thu Oct 24, 2013 12:23 pm
Forum: Estimation
Topic: placing restrictions on coefficients sum to one
Replies: 4
Views: 3903

placing restrictions on coefficients sum to one

Hi there, I am quite new to eviews and I have been trying to estimate a model for my thesis. This model is a PHillips Curve model and I want to put restrictions on previous π_t sum to one. For more clarification I am posting ym model here.# π_t=1/4 ( π_(t-1)+π_(t-2)+π_(t-3)+π_(t-4) )+α(u-u*)t+ε_t wh...

Go to advanced search