Search found 5 matches
- 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
- 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...
- 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.
I understand that the standard errors should be different but I can't see how EViews is coming up with its parameter estimates either.
- Sun Mar 14, 2010 4:09 am
- Forum: Estimation
- Topic: Set parameter values
- Replies: 2
- Views: 2825
Re: Set parameter values
Thanks
- 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:
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 appreciatedy=a+b_1 x(-1) + b_2 x(-2) + b_3 x(-3) + b_4 x(-4)
