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by mguennew
Thu Apr 16, 2015 10:07 am
Forum: Estimation
Topic: How to backout parameters underlying estimated coefficients?
Replies: 1
Views: 1727

How to backout parameters underlying estimated coefficients?

Dear EViews forum users and admins, I would like estimate the following equation: C(t) = λ0 + λ1*C(t-1) + λ2*Y(t-1) + λ3*Y(t-2) + λ4*G(t-1) + λ5*G(t-2) + v(t). However, I am not interested in the obtained estimations for the lambdas. There is a system of nonlinear equations underlying the regression...

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