Search found 5 matches
- Wed Apr 29, 2015 9:04 am
- Forum: Estimation
- Topic: How to do nonparametric regression in Eviews 9?
- Replies: 7
- Views: 5377
- Wed Apr 29, 2015 8:48 am
- Forum: Estimation
- Topic: How to do nonparametric regression in Eviews 9?
- Replies: 7
- Views: 5377
Re: How to do nonparametric regression in Eviews 9?
Gareth,
When we fit the line to a scatter plot, is there anyway via coding or commands to store the value of the line or equation 13.6 (from Eveiws 9 guide) and/or calculate derivatives at specific points?
When we fit the line to a scatter plot, is there anyway via coding or commands to store the value of the line or equation 13.6 (from Eveiws 9 guide) and/or calculate derivatives at specific points?
- Tue Apr 28, 2015 1:00 pm
- Forum: Estimation
- Topic: How to do nonparametric regression in Eviews 9?
- Replies: 7
- Views: 5377
Re: How to do nonparametric regression in Eviews 9?
Ok thanks. Is this something that is in consideration for future releases?
- Tue Apr 28, 2015 12:50 pm
- Forum: Estimation
- Topic: How to do nonparametric regression in Eviews 9?
- Replies: 7
- Views: 5377
How to do nonparametric regression in Eviews 9?
If I want to do nonparametric regression in Eviews, say Local Constant Least Squares or Local Linear Least Squares, with different types of kernels and bandwidth selection, how would I go about doing this? I have searched through the Eviews guide and cannot find anything regarding this.
- Wed Apr 01, 2015 3:30 pm
- Forum: Estimation
- Topic: Non-Linear GMM Weighting Matrix Issues
- Replies: 0
- Views: 1490
Non-Linear GMM Weighting Matrix Issues
I am trying to estimate a non-linear Cobb-Douglas production function (my workfile is attached) of the following form( I am using eviews 9): y=c(1) * K^c(2) * L^c(3) I am trying to estimate this GMM using a user defined matrix. In theory for estimating Optimal GMM you follow a two-step process: 1) A...