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[Then the "constrained" mle estimates are simply 1/(1+theta_1+theta_2), theta_1/(1+theta_1+theta_2), theta_2/(1+theta_1+theta_2), and v*sqrt(1+theta_1+theta_2). Please correct me if I am wrong, 1/(1+theta_1+theta_2), theta_1/(1+theta_1+theta_2), theta_2/(1+theta_1+theta_2) are constrained...

Dear all, I would like to estimate a constrained MA(2) model by maximum likelihood estimation. The model has the following structure: X_t = theta_0*e_t + theta_1*e_{t-1} + theta_2*e_{t-2} with the constraint: 1 = theta_0 + theta_1 + theta_2 where theta_0 through theta_2 denote the regression paramet...

This runs the regressions, but you have to think about how you want to look at that many sets of results. You might save the results of each regression into a matrix, or you might "print" to a spool object. What if I want to save it into matrix? Sorry, I am really new to EViews programmin...

I'd like to run 200 regressions by replacing its dependent variable (same explanatory variables of all regressions) and obtain constant and coeffieicents of each regression. Any suggestion how I could deal with this? Thanks.