PMG Estimation: Imposing LR Coefficient(s)

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MT_MANC
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Joined: Tue Mar 10, 2009 5:22 am

PMG Estimation: Imposing LR Coefficient(s)

Postby MT_MANC » Wed Apr 24, 2019 11:48 am

Looking for some assistance on my existing .prg on PMG estimation:
I have a v. simple PMG estimation:

Code: Select all

equation Gmanu_Gbp.ardl log(Gmanu) log(Gbp)

I wanted to test & impose a unit coeff on Gbp in the LR equation; I presume this is possible ?
I defined a new variable:

Code: Select all

genr GmanuGbp=(Gmanu/Gbp)

then tried to estimate again:

Code: Select all

equation Gmanu_Gbp.ardl log(GmanuGbp)

but got an error dialogue:
see PMG_Eviews_Dialogue1.jpg
then tried with a constant:

Code: Select all

equation Gmanu_Gbp.ardl log(GmanuGbp) C   

but got an error dialogue:
see PMG_Eviews_Dialogue2.jpg

Any guidance on imposing/testing LR coefficients appreciated
Attachments
PMG_Eviews_Dialogue1.jpg
PMG_Eviews_Dialogue1.jpg (18.28 KiB) Viewed 345 times
PMG_Eviews_Dialogue2.jpg
PMG_Eviews_Dialogue2.jpg (13.73 KiB) Viewed 345 times

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