FIML in EViews

[JimForest]

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]

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.