Hi,
I need to estimate a system of 33 equations using the SUR method. How many coefficients at most are allowed by Eviews? I have 24 coefficients per equation (this is because I have 8 coefficients for each equation that are to be estimated with 2 unknown common breakpoints - that is, over 3 sub-periods), and this makes 792 coefficients in all. This seems to be excessive because I have error messages.
Thank you for clarifying this.
maximum number of coefficients in a system
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13401
- Joined: Tue Sep 16, 2008 5:38 pm
Re: maximum number of coefficients in a system
Use a coefficient vector other than C. C has a maximum of 740, but any other coefficient vector has practically unlimited size.
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Re: maximum number of coefficients in a system
That's good news! Thanks a lot!
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Re: maximum number of coefficients in a system
How do you do that? I mean use a coefficient vector other than c?
I tried this but it doesn't recognize the vector g.
vector (860) g
system sys_01
!j1 = 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
for %co AGO ALB ARE ARG AUS AUT BDI BEL BEN BFA BGD BGR BHS BLZ BOL BRA BRN BTN BWA CAF CAN CHE CHL CHN CIV CMR COD COG COL COM CPV CRI CUB CYP DEU DNK DOM DZA ECU EGY ESP ETH FIN FJI FRA GAB GBR GEO GHA GIN GMB GNB GNQ GRC GRL GTM GUY HND HTI IDN IND IRL IRN IRQ ISL ISR ITA JAM JOR JPN KEN KGZ KOR LAO LBN LKA LSO LUX MAR MDG MEX MLI MMR MNG MOZ MRT MWI MYS NAM NER NGA NIC NLD NOR NPL NZL OMN PAK PAN PER PHL PNG PRI PRT PRY RUS RWA SAU SDN SEN SLE SLV SUR SWE SWZ TCD TGO THA TJK TKM TTO TUN TUR TZA UGA UKR URY USA UZB VCT VEN VNM VUT WSM ZAF ZMB ZWE
series y{%co} = log(ypercap{%co})
series dy{%co} = y{%co} - y{%co}(-1)
sys_01.append 100*(y{%co}(hzn)-y{%co}(-1)) = g(!j1)*tempglob + g(!j2) *tempidio{%co} _
+ g(!j3)*tempglob(-1) + g(!j4)*dy{%co}(-1) + g(!j5)*dy{%co}(-2) + g(!j6)
!j1 = !j6 + 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
next
I tried this but it doesn't recognize the vector g.
vector (860) g
system sys_01
!j1 = 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
for %co AGO ALB ARE ARG AUS AUT BDI BEL BEN BFA BGD BGR BHS BLZ BOL BRA BRN BTN BWA CAF CAN CHE CHL CHN CIV CMR COD COG COL COM CPV CRI CUB CYP DEU DNK DOM DZA ECU EGY ESP ETH FIN FJI FRA GAB GBR GEO GHA GIN GMB GNB GNQ GRC GRL GTM GUY HND HTI IDN IND IRL IRN IRQ ISL ISR ITA JAM JOR JPN KEN KGZ KOR LAO LBN LKA LSO LUX MAR MDG MEX MLI MMR MNG MOZ MRT MWI MYS NAM NER NGA NIC NLD NOR NPL NZL OMN PAK PAN PER PHL PNG PRI PRT PRY RUS RWA SAU SDN SEN SLE SLV SUR SWE SWZ TCD TGO THA TJK TKM TTO TUN TUR TZA UGA UKR URY USA UZB VCT VEN VNM VUT WSM ZAF ZMB ZWE
series y{%co} = log(ypercap{%co})
series dy{%co} = y{%co} - y{%co}(-1)
sys_01.append 100*(y{%co}(hzn)-y{%co}(-1)) = g(!j1)*tempglob + g(!j2) *tempidio{%co} _
+ g(!j3)*tempglob(-1) + g(!j4)*dy{%co}(-1) + g(!j5)*dy{%co}(-2) + g(!j6)
!j1 = !j6 + 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
next
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13401
- Joined: Tue Sep 16, 2008 5:38 pm
Re: maximum number of coefficients in a system
Use instead of
Code: Select all
coef
Code: Select all
vector
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- Posts: 10
- Joined: Wed Apr 25, 2018 1:31 pm
Re: maximum number of coefficients in a system
Thank you!!!
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