Hi, I am trying to make a model with restrictions on coefficients.
I have defined one system for each country with the following restrictions :
system sys_USA
sys_USA.append LR_USA = C(1) + C(2) * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + + [AR(1) = C(5)] @ INSTR_LIST_USA
sys_USA.append C(5)=0.85 @ INSTR_LIST_USA
sys_USA.append C(2)=0 @ INSTR_LIST_USA
Then I estimate each system using TSLS and that works perfectly.
The problem is when I am trying to make a model ( proc: makemodel) or to merge this system into an existing model (proc:merge).
It gives me the following error:
Syntax error in '' sys_usa''.
How can I make a model with this kind of system?
Thanks in advance for your help.
Model with Restriction on Coefficients
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Model with Restriction on Coefficients
You cannot apply restrictions like that. You'll have to replace the coefficients in the first line.
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Re: Model with Restriction on Coefficients
Ok thanks for the reply.
When I replace the coefficient, it works for C(2) = 0
sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + [AR(1) = C(5)] @ INSTR_LIST_USA
but it doesn't work for C(5) = 0.85
sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + [AR(1) = 0.85] @ INSTR_LIST_USA
Any idea how to replace the AR(1) coefficient ?
When I replace the coefficient, it works for C(2) = 0
sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + [AR(1) = C(5)] @ INSTR_LIST_USA
but it doesn't work for C(5) = 0.85
sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + [AR(1) = 0.85] @ INSTR_LIST_USA
Any idea how to replace the AR(1) coefficient ?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Model with Restriction on Coefficients
Ok! Thanks a lot for your answers !
I also want to run endogeneity tests for a set of regressors.
Do I need to test each regressor individually for endogeneity or all at once?
I saw that Eviews allows to test one at the time or all at once, but I am wondering what is the right way to do the test (it is more a theorical question).
I also want to run endogeneity tests for a set of regressors.
Do I need to test each regressor individually for endogeneity or all at once?
I saw that Eviews allows to test one at the time or all at once, but I am wondering what is the right way to do the test (it is more a theorical question).
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