Search found 2 matches
- Tue May 18, 2010 5:36 am
- Forum: Estimation
- Topic: Stepwise Least Squares ->Lag specification
- Replies: 6
- Views: 9207
Re: Stepwise Least Squares ->Lag specification
Thank you Gareth! Now, I have encountered another problem-After clicking the OK-button to run the Stepwise Regression, EViews shows a failure message saying: "Positive or non-negative argument to function expected". What does this mean? The options that I have chosen are backwards, unidire...
- Fri May 14, 2010 10:22 am
- Forum: Estimation
- Topic: Stepwise Least Squares ->Lag specification
- Replies: 6
- Views: 9207
Stepwise Least Squares ->Lag specification
Hello, I would like to know how to specify lags when doing the stepwise least squares method. I intend to run a backward stepwise least squares from a general to a specific model à la Hendry. I do not want to write down every single lagged independent variable into the "List of search regressor...
