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by startz
Sat May 02, 2020 6:46 am
Forum: Estimation
Topic: Estimating 3 Models in eViews: What to put in the equation box?
Replies: 9
Views: 1121

Re: Estimating 3 Models in eViews: What to put in the equation box?

Nothing wrong with telling us what you've done and where you're stuck, but this isn't the place to ask people to do your homework for you.
by startz
Sat May 02, 2020 6:44 am
Forum: Estimation
Topic: Regression Model and statistical significance
Replies: 3
Views: 520

Re: Regression Model and statistical significance

If you want help with your homework, you're going to have to tell us what you've done so far and where you're stuck.
by startz
Mon Apr 27, 2020 5:56 am
Forum: Estimation
Topic: CES function
Replies: 2
Views: 516

Re: CES function

In the equation window View/Coefficient diagnostics/Wald

The if rho is the coefficient c(3) (or whatever)

1/(1-c(3)) = 0
by startz
Mon Apr 20, 2020 10:38 am
Forum: General Information and Tips and Tricks
Topic: loading R RData file
Replies: 2
Views: 1019

Re: loading R RData file

Thanks. That works. Although there's a tiny bug where the cursor stays as the little running circle while over an open window.
by startz
Mon Apr 20, 2020 9:18 am
Forum: General Information and Tips and Tricks
Topic: loading R RData file
Replies: 2
Views: 1019

loading R RData file

Tried File/open/foreign data as workfile and got told
Annotation 2020-04-20 092433.png
Annotation 2020-04-20 092433.png (5.38 KiB) Viewed 1006 times


What did I do wrong? Did I have to connect to R before being able to open a file?
by startz
Tue Apr 14, 2020 11:52 am
Forum: Estimation
Topic: Imposing coefficient restriction on SUR model
Replies: 2
Views: 586

Re: 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 the...
by startz
Thu Apr 09, 2020 6:12 am
Forum: Estimation
Topic: Multiple endogenous variables in TSLS estimation
Replies: 3
Views: 708

Re: Multiple endogenous variables in TSLS estimation

livebythecold wrote:
startz wrote:In tsls all instruments are used for all variables.

What estimation technique do I use in the case which I described?

I'm not sure you can in EViews. Why would you want to? TSLS is asymptotically efficient.
by startz
Wed Apr 08, 2020 7:01 pm
Forum: Econometric Discussions
Topic: Problems with a simple regression.
Replies: 6
Views: 833

Re: Problems with a simple regression.

Sounds to me like you've got it!
by startz
Wed Apr 08, 2020 6:30 pm
Forum: Econometric Discussions
Topic: Problems with a simple regression.
Replies: 6
Views: 833

Re: Problems with a simple regression.

I think you misunderstand what the null hypothesis is.
by startz
Wed Apr 08, 2020 9:18 am
Forum: Econometric Discussions
Topic: Problems with a simple regression.
Replies: 6
Views: 833

Re: Problems with a simple regression.

Do an F-test on all the WTI variables. One possibility is that they are jointly significant even though the timing of the effect is unclear. This number of lags is asking a lot from 45 observations.
by startz
Tue Apr 07, 2020 6:10 am
Forum: Estimation
Topic: Multiple endogenous variables in TSLS estimation
Replies: 3
Views: 708

Re: Multiple endogenous variables in TSLS estimation

In tsls all instruments are used for all variables.
by startz
Tue Apr 07, 2020 6:09 am
Forum: Data Manipulation
Topic: Dummy variables-Near Singular Matrix
Replies: 5
Views: 875

Re: Dummy variables-Near Singular Matrix

It does. Think of it this way, if you added 5 to the coefficient for the city and subtracted 5 from the coefficient for each bank in that city, you would get an identical fit.
by startz
Mon Apr 06, 2020 8:16 pm
Forum: Data Manipulation
Topic: Dummy variables-Near Singular Matrix
Replies: 5
Views: 875

Re: Dummy variables-Near Singular Matrix

I'm not sure I understand exactly how the data is set up, but if each bank is in one city then you can't have (and don't need) both bank fixed effects and city dummies.
by startz
Mon Apr 06, 2020 6:14 am
Forum: Data Manipulation
Topic: Dummy variables-Near Singular Matrix
Replies: 5
Views: 875

Re: Dummy variables-Near Singular Matrix

I suspect cityA is collinear with the cross-section fixed effect. Try turning off fixed effects to see what happens.
by startz
Fri Apr 03, 2020 6:01 am
Forum: Add-in Support
Topic: RecShade (add US recession shading)
Replies: 26
Views: 26607

Re: RecShade (add US recession shading)

On a quick glance, the shaded areas look like the U.S. recession dates. What's wrong with them?

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