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by szengaiyu
Mon Nov 09, 2015 9:46 am
Forum: Estimation
Topic: Estimation of Simultaneous System of Equations
Replies: 1
Views: 2272

Estimation of Simultaneous System of Equations

Suppose i have two equations and i want to run them simultaneously. 1) UA= α0+α1UBt+α2(πA-πB)+ε 2) UB= β0+β1UAt+β2(πA-πB)+ε The identified model: UA= γ0+γ1(πA-πB)+γ2RB+U which RB is used to identify the equation 1 UB= μ0+1μ(πA-πB)+μ2RA+ω which RA is used to identify the equation 2 How to run the sim...
by szengaiyu
Sun Nov 08, 2015 9:22 am
Forum: Estimation
Topic: What is the step to conduct simultaneous equattion in eview7
Replies: 1
Views: 2366

What is the step to conduct simultaneous equattion in eview7

The model:
UA= α0+α1UBt+α2(πA-πB)+ε
UB= β0+β1UAt+β2(πB-πA)+ε

The two equations are simultaneous. What is the correct step to run the regression simultaneous in eview7

Thx a lot!

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