Dear
how i can impose the restrictions on simultaneously the coefficients C(6), c(7) are >0 and C(1), c(2) and c(3) simultaneously lies between 0 and 1 in eviews by estimating this equation through OLS.
SE=-(c(7)/c(6)+c(7))*CEt+(c(6)/c(6)+c(7))*SEt+(1- (c(6)/c(6)+c(7)))*(c(1)*TR+c(2)*A1+c(3)*A2)
Search found 5 matches
- Thu Jul 24, 2014 4:53 pm
- Forum: Estimation
- Topic: how can we impose restrictions on different coefficients
- Replies: 0
- Views: 1569
- Tue Jul 15, 2014 4:44 pm
- Forum: Estimation
- Topic: gmm system estimation and post estimation tests
- Replies: 1
- Views: 2145
gmm system estimation and post estimation tests
Dear i need your help.
How i can perform instrument orthogonality c-test and weak instrument test when gmm estimated through system estimation in eviews8.
How i can perform instrument orthogonality c-test and weak instrument test when gmm estimated through system estimation in eviews8.
- Mon Jul 07, 2014 4:15 pm
- Forum: Estimation
- Topic: how i code this equation for ols
- Replies: 3
- Views: 3644
Re: how i code this equation for ols
thank you so much. your tip is working but know eviews produce message "near singular matrix". how i can resolve this issue?
- Mon Jul 07, 2014 6:57 am
- Forum: Estimation
- Topic: how i code this equation for ols
- Replies: 3
- Views: 3644
how i code this equation for ols
se=(1-(c(3)/(c(3)+c(4))))*(c(10)*tr+c(20)*a1+c(30)*a2)-(c(4)/(c(3)+c(4)))*cet+(c(3)/(c(3)+c(4)))*set
what was wrong in this equation. when i try to estimate eviews produce error message"division by zero"
what was wrong in this equation. when i try to estimate eviews produce error message"division by zero"
- Sun Jun 22, 2014 1:57 am
- Forum: Estimation
- Topic: probability of jstats in system estimation
- Replies: 1
- Views: 2022
probability of jstats in system estimation
when we estimating system of simultaneous equations by using system estimation by gmm, in this case estimation sheet in eviews8 shows only value of jstats and not mentioning the probability of jstats. so how i can find the value of probability of jstata?
