Help on Converting an Equation to Eviews Command

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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maujasmin
Posts: 4
Joined: Wed Nov 25, 2009 7:40 am

Help on Converting an Equation to Eviews Command

Postby maujasmin » Wed Nov 25, 2009 8:01 am

Hi Guys,

I would like to ask for your help regarding an equation that I want to regress.
I have this equation model that I wan to run into Eviews but I dont know how to do it.
Basically the equation is in the form:

Z= aX+ (1-a)Y

where a is the parameter that I want to get.

Anyone who can teach me how to do it in Eviews would be of great help.

Any help would much appreciated.

Thank you in advance!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12573
Joined: Tue Sep 16, 2008 5:38 pm

Re: Help on Converting an Equation to Eviews Command

Postby EViews Gareth » Wed Nov 25, 2009 9:00 am

z=c(1)*X + (1-c(1))*Y
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lincom
Posts: 1
Joined: Thu Nov 26, 2009 5:17 pm

Help on Newey-West t-stat

Postby lincom » Thu Nov 26, 2009 5:39 pm

Hi everyone,

Can eviews compute the Newey-West t-stat for a time series of estimated coefficients? I would like to run cross-sectional ols regressions monthly. I would then like to check the Newey West t-stat of the time series of one of my estimated coefficients.

Thanks in advance for your help.

lincom


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