Search found 2 matches

by andre182
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...
by andre182
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...

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