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Ok! Thanks a lot for your answers ! I also want to run endogeneity tests for a set of regressors. Do I need to test each regressor individually for endogeneity or all at once? I saw that Eviews allows to test one at the time or all at once, but I am wondering what is the right way to do the test (it...

Ok thanks for the reply. When I replace the coefficient, it works for C(2) = 0 sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + [AR(1) = C(5)] @ INSTR_LIST_USA but it doesn't work for C(5) = 0.85 sys_USA.append LR_USA = C(1) + 0 * SR_USA + C(3) * INF_USA + C(4) *GDP_USA +...

Hi, I am trying to make a model with restrictions on coefficients. I have defined one system for each country with the following restrictions : system sys_USA sys_USA.append LR_USA = C(1) + C(2) * SR_USA + C(3) * INF_USA + C(4) *GDP_USA + + [AR(1) = C(5)] @ INSTR_LIST_USA sys_USA.append C(5)=0.85 @ ...