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EViews Gareth wrote:Unfortunately not. In general, the tests (or, at the very least our implementation of them) require linear least squares, and since you've estimated a non-linear equation, they aren't available.

Ah that's a shame, but thank you for letting me know!

I have several equations that are explicitly written out for constraining purposes, something like the following: y = C(1)*x1 + (1-C(1))*X2 However, if I do this I can't do certain tests, such as the Multiple Breakpoint tests, as these require the equation to be specified as a list. Is there anyway ...

Thanks Startz, that's really helpful! I'll have a go away and look into what I can replace it with, if anything!

In the generic model you posted, the only thing that's nonlinear is c(3). If your real model is different from that then it's hard to say much without seeing the real model. The model looks a bit like the following: DLOG(Y) = C(1) + C(2)*(LOG(Yt-1) + C(3)*LOG(Xt-1) + (1-C(3))*LOG(Zt-1)) + C(4)*DLOG...

What do you get for point estimates? I'll get values of something like -0.5 for a coefficient that should be 0.5. Also all the variables are logged! It's also built into an error correction framework, so sometimes the long-run variable will have the right sign while the short-run differenced one wi...

Hi all, I am running a restricted regression with constraints on Eviews 12- The unrestricted regression has signs in the wrong direction so my understanding was that I needed to restrict it to point the regression toward the local minimum where the signs would be in the right directions. It looks li...