Search found 5 matches

by londonhaha
Wed Nov 18, 2015 6:14 am
Forum: Estimation
Topic: Urgent !!! Coefficient Restriction
Replies: 8
Views: 7057

Re: Urgent !!! Coefficient Restriction

I tried this following code: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + (1-C(2)-C(3)-C(4)-C(5))*RESID_CNY And the result is: Dependent Variable: DLTWD Method: Least Squares Date: 11/18/15 Time: 13:00 Sample (adjusted): 1/03/1997 11/16/2015 Included observations: 4730 after ad...
by londonhaha
Wed Nov 18, 2015 3:51 am
Forum: Estimation
Topic: Urgent !!! Coefficient Restriction
Replies: 8
Views: 7057

Re: Urgent !!! Coefficient Restriction

So should it be :

DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP
+ (1-C(2)-C(3)-C(4)-C(5))*RESID_CNY

?
by londonhaha
Tue Nov 17, 2015 6:01 pm
Forum: Estimation
Topic: Urgent !!! Coefficient Restriction
Replies: 8
Views: 7057

Re: Urgent !!! Coefficient Restriction

Thanks again! I mean the sum of the coefficients = 1 and this shouldn't include constant term C(1). The code you gave is: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + (1-C(1)-C(2)-C(3)-C(4)-C(5))*RESID_CNY I want to have only sum of coefficients ( DLUSD, DLEUR, DLJPY, DLGBP and...
by londonhaha
Tue Nov 17, 2015 5:45 pm
Forum: Estimation
Topic: Urgent !!! Coefficient Restriction
Replies: 8
Views: 7057

Re: Urgent !!! Coefficient Restriction

Thanks for the answer.

But what is the code to put in estimation command box?

For example, I need to write LS DLTHB C DLUSD DLEUR DLJPY DLGBP RESID_CNY to estimate OLS regression.
by londonhaha
Tue Nov 17, 2015 5:23 pm
Forum: Estimation
Topic: Urgent !!! Coefficient Restriction
Replies: 8
Views: 7057

Urgent !!! Coefficient Restriction

Hi there ! I am currently using EVIEWS 8. I have a multiple regression model estimated by OLS below: DLTHB = C(1) + C(2)*DLUSD + C(3)*DLEUR + C(4)*DLJPY + C(5)*DLGBP + C(6)*RESID_CNY DL is log difference. I would like to put restriction on coefficients that C(2)+C(3)+C(4)+C(5)+C(6) = 1 What full cod...

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