Search found 5 matches

by kungal
Tue Mar 16, 2010 5:15 am
Forum: Estimation
Topic: Two stage least squares
Replies: 5
Views: 4679

Re: Two stage least squares

Thanks a lot. I got it now
by kungal
Mon Mar 15, 2010 12:01 am
Forum: Estimation
Topic: Two stage least squares
Replies: 5
Views: 4679

Re: Two stage least squares

I suppose that would help. I cannot see what I am doing wrong. I have a set of instruments a, b and c and I regress each of the explanatory variables on a, b and c and click on prab button to create series with the predicted values of each of my explanatory variables. Then I regress my dependent var...
by kungal
Sun Mar 14, 2010 4:12 am
Forum: Estimation
Topic: Two stage least squares
Replies: 5
Views: 4679

Two stage least squares

Does any one know why it seems to be impossible to get the coefficients that EViews estimates in prab by doing prab manually.

I understand that the standard errors should be different but I can't see how EViews is coming up with its parameter estimates either.
by kungal
Sun Mar 14, 2010 4:09 am
Forum: Estimation
Topic: Set parameter values
Replies: 2
Views: 2825

Re: Set parameter values

Thanks
by kungal
Sat Mar 13, 2010 3:14 am
Forum: Estimation
Topic: Set parameter values
Replies: 2
Views: 2825

Set parameter values

Does anyone know how I can set the value of a coefficient?? I have the following regression:
y=a+b_1 x(-1) + b_2 x(-2) + b_3 x(-3) + b_4 x(-4)
and I want to set the values of several of the coefficients e.g. b_1 will be equal to 0.15786. Any help would be greatly appreciated

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