EViews.com

Thank you startz. What if I generate random number as error terms series and then create new series by adding the two series - the endogenous variable and the generated random numbers. Would that be completely inappropriate? I'm just trying to understand what is the best way to deal with endogeneity...

Hu guys, I had to return to the Instrumental variable discussion again. As I understand and based on the Startz's replies, including an endogenous variable itslef in the list of instrumental variables is appropriate because [1] technically it satisfies the condition of being correlated with the endo...

Thanks Gareth!! The only thing is that when estimating it using OLS, the result doesn't make any sense to me.... I wonder if it's actually appropriate to use OLS, given non-linear expression in the model. Thanks again!

Hi guys, I need to run a regression: Y = -kB + BX + e, where Y and X are sampled variables and k and B are of interest. It looks like a linear regression BUT there is a non-linear restriction on the intercept and we can't simply divide the slope by the intercept to come up with the value of K. Do yo...

That's the thing, the variable is endogenous and I need to find an instrument for it. But if I specify it as an instrument for itself, why does EViews allows doing that and how does it treat such a variable in this case?

Hi guys, When using the GMM or 2SLS, how appropriate is it to specify a variable as an instrument for itself?? For instance, if I have 4 explanatory variables and put the same 4 variables plus intercept in the Instrumentsfield, why does EViews allow doing that? How does the program treat such a list...

Thanks guys but... I'm not familar with programming in Eviews and have no idea as to what the parameters in the example codes you referred me to mean.... Any other ideas about the question I posted regarding whether or not Eveiws stores Inverse Mills ratio series as the RESID series???? Thanks:-)

Hi guys, I'll greatly appreciate if someone could help me with the following. I've used Eviews mostly for OLS/GMM estimations and never used it for probit/logit analysis. Now I came to the point where my research requires estimation using the so-called "treatment effect" methodology. That ...