FIML in EViews

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JimForest
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Joined: Thu Oct 16, 2008 7:53 pm
Location: MA

FIML in EViews

Postby JimForest » Mon Oct 20, 2008 3:27 pm

Hi,

I was interested in estimating the Fair Macro Model by FIML instead of TSLS. I see that this can be done on a system object but it doesn't appear to be available for a model.

JF

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: FIML in EViews

Postby EViews Gareth » Mon Oct 20, 2008 5:15 pm

I'm not quite sure I understand what you are asking...

If you have the Fair Model inside a System Object in EViews, then you can estimate it by FIML.

Model Objects cannot be solved by either TSLS or FIML.

Systems can be added to a Model, although I don't think that will do what you want it to.

Your best bet is probably to write the Fair Model inside a System Object and then solve it via FIML.
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