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by fakephil
Wed May 01, 2024 1:06 pm
Forum: Estimation
Topic: Simultaneous Equation with Identity
Replies: 3
Views: 36598

Re: Simultaneous Equation with Identity

I want to see the impact of the regressors on y1 and y2. Using the identity should discipline the values of the regressors. That is, I could naively estimate the two equations for y1 and y2 without the constraint. Then I could add the two coefficients that appear on the regressors in each equation y...
by fakephil
Wed May 01, 2024 12:26 pm
Forum: Estimation
Topic: Simultaneous Equation with Identity
Replies: 3
Views: 36598

Simultaneous Equation with Identity

Hello, I have a system of simultaneous equations with the same regressors, simplified here y1 ~ XB1 + c y2 ~ XB2 + c I also have an identity y1 + y2 = y where y, like y1 and y2, is a series for which I have data. I'd like to estimate this system of equations simultaneously, but the system object doe...

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