Search found 2 matches
- 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...
- 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:...
