Search found 2 matches

by Skyinthesea
Wed Jul 15, 2009 9:16 pm
Forum: Estimation
Topic: 3SLS with unbalanced data
Replies: 0
Views: 2107

3SLS with unbalanced data

I want to know how eviews deals with unbalanced data in 3SLS,the help topic eviews offerring is too general, it only offers the balanced case,but not the unbalanced data case.Now I have got the S^(a matrix you konw,from TSLS),but Icound not deals with unbalanced data to get X(X'X)X',Z,Z' and so on. ...
by Skyinthesea
Wed Jul 15, 2009 9:00 pm
Forum: Estimation
Topic: SUR with unbalanced data
Replies: 1
Views: 2746

Re: SUR with unbalanced data

I also want to know how eviews deals with unbalanced data in 3SLS,SUR with unbalanced data is clear to me(I guess),it's same as OLS and TSLS with unbalanced data, but in a manner analogous to the SUR estimator,in 3SLS I got wrong result! Anybody can help me?

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