Search found 2 matches

by kevin.lancasteruni
Sat Feb 13, 2010 5:55 am
Forum: Estimation
Topic: Full Information Maximum Likelihood Estimation
Replies: 3
Views: 5547

Re: Full Information Maximum Likelihood Estimation

Okay, thanks! Can I ask one more question, please? Is there a way in e-views that I can see (obtain) the estimated elements of the variance-covariance matrix of the error terms in a full information maximum likelihood estimation? If there were, then it may be possible to first run the FIML estimatio...
by kevin.lancasteruni
Fri Feb 12, 2010 10:26 am
Forum: Estimation
Topic: Full Information Maximum Likelihood Estimation
Replies: 3
Views: 5547

Full Information Maximum Likelihood Estimation

Hi all, I am using e-views version 7. I am trying to estimate a system of linear equations in which the constants are restricted to be equal to the variances of the error terms. I would like to use full information maximum likelihood to this end. So, e.g., the first of my equations reads as follows:...

Go to advanced search