system non-linear least squares

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londonphd
Posts: 37
Joined: Fri Oct 23, 2015 11:39 am

system non-linear least squares

Postby londonphd » Thu Oct 10, 2019 8:37 am

Hello,

Is there n eviews code for non-linear regression modelling? I am specifically looking for system non-linear least squares (NLSYSTEM) regression modelling code. I read that I could do this in RATs but I do not have access to RATs software.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: system non-linear least squares

Postby startz » Thu Oct 10, 2019 8:50 am

The ls command does single equation nonlinear. System is used for systems of nonlinear equations.

londonphd
Posts: 37
Joined: Fri Oct 23, 2015 11:39 am

Re: system non-linear least squares

Postby londonphd » Thu Oct 10, 2019 8:57 am

Yes, I would like to estimate a system of non-linear equations, is this possible in Eviews?
Thanks.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: system non-linear least squares

Postby startz » Thu Oct 10, 2019 9:02 am

Yes. It's pretty easy. You define an EViews object called a System and then push the estimate button.

londonphd
Posts: 37
Joined: Fri Oct 23, 2015 11:39 am

Re: system non-linear least squares

Postby londonphd » Fri Oct 11, 2019 2:21 am

Thank you, I will post questions if I face issues in estimating the models, hope you do not mind sparing a few minutes to answer them.


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