Will model compile/solve without just identification?
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Will model compile/solve without just identification?
Will the model object compile and/or solve if there is an identification problem?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Will model compile/solve without just identification?
What do you mean by identification problem?
Identification problems are usually terms reserved for estimation, and the model object does not perform any estimation.
Identification problems are usually terms reserved for estimation, and the model object does not perform any estimation.
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Re: Will model compile/solve without just identification?
Sorry, to clarify, would the model object encounter any error if any of the underlying equations possess a problem with identification?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Will model compile/solve without just identification?
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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Re: Will model compile/solve without just identification?
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?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Will model compile/solve without just identification?
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...)
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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Re: Will model compile/solve without just identification?
Thanks. Last question: Is this warning functionality described in any EViews documentation?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13319
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Re: Will model compile/solve without just identification?
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.
Both singular matrix errors and insufficient instruments are mentioned in the documentation.
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