Will model compile/solve without just identification?

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eavelas
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Joined: Tue Oct 06, 2015 2:38 pm

Will model compile/solve without just identification?

Postby eavelas » Tue Oct 06, 2015 2:42 pm

Will the model object compile and/or solve if there is an identification problem?

EViews Gareth
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Re: Will model compile/solve without just identification?

Postby EViews Gareth » Tue Oct 06, 2015 2:52 pm

What do you mean by identification problem?

Identification problems are usually terms reserved for estimation, and the model object does not perform any estimation.
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eavelas
Posts: 5
Joined: Tue Oct 06, 2015 2:38 pm

Re: Will model compile/solve without just identification?

Postby eavelas » Tue Oct 06, 2015 2:56 pm

Sorry, to clarify, would the model object encounter any error if any of the underlying equations possess a problem with identification?

EViews Gareth
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Re: Will model compile/solve without just identification?

Postby EViews Gareth » Tue Oct 06, 2015 3:12 pm

If the equations/systems/vars etc... have identification problems, they would not have been successfully estimated. A model object will only solve if the underlying estimation objects have been successfully estimated.
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eavelas
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Joined: Tue Oct 06, 2015 2:38 pm

Re: Will model compile/solve without just identification?

Postby eavelas » Tue Oct 06, 2015 4:00 pm

Thanks. Does EViews provide any warning if a user attempts to estimate an equation that has identification problems? If so, is there anywhere in the EViews user guide or help menu that explains that EViews does this?

EViews Gareth
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Re: Will model compile/solve without just identification?

Postby EViews Gareth » Tue Oct 06, 2015 4:03 pm

Again it depends on exactly what you mean by non-identification.

Most of the time non-identification means it is mathematically impossible to estimate the thing you're estimating, so EViews will issue a warning message (such as singular matrix, or not enough instruments, etc...)
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eavelas
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Joined: Tue Oct 06, 2015 2:38 pm

Re: Will model compile/solve without just identification?

Postby eavelas » Tue Oct 06, 2015 4:07 pm

Thanks. Last question: Is this warning functionality described in any EViews documentation?

EViews Gareth
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Re: Will model compile/solve without just identification?

Postby EViews Gareth » Tue Oct 06, 2015 4:40 pm

Probably. Without knowing what identification issues you're talking about, it is hard to say.

Both singular matrix errors and insufficient instruments are mentioned in the documentation.
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