Search found 14 matches

by moirapasseron
Thu Aug 26, 2010 6:41 pm
Forum: Econometric Discussions
Topic: Serial correlation
Replies: 3
Views: 4839

Re: Serial correlation

With that Durbin-Watson you definitely have serial correlation.
Is there any Eviews tool to fix the correlation? something about AR(1)?
Thanks for your time
by moirapasseron
Thu Aug 26, 2010 3:48 pm
Forum: Econometric Discussions
Topic: Serial correlation
Replies: 3
Views: 4839

Serial correlation

Hello, I estimated the following multiple linear regression in Eviews: Dependent Variable: LNPIBPC Method: Least Squares Date: 08/17/10 Time: 15:39 Sample: 1970 2000 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. C 6.666410 0.559503 11.91489 0.0000 Z 0.541974 0.056812 9....
by moirapasseron
Wed Jun 16, 2010 11:45 am
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

You might find the opening chapter of EViews Illustrated , available free online at http://www.eviews.com , useful for some examples. ok thanks startz! I finnally achieve to estimate the parameters I needed!! I've created a POOL ESTIMATION: Estimation Command: ===================== LS(CX=F) CONSUMO...
by moirapasseron
Wed Jun 16, 2010 8:44 am
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

Ok so I'll better work some more on the model to be clearer, and not be bothering you guys at each moment hahahah (sorry by the way). But the last question, when I write the name of the variable instead of the value I get an error message that says "A is not defined", where can I define it...
by moirapasseron
Wed Jun 16, 2010 8:20 am
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

The values of gamma are given because: A = rate of available technology (1,28%) B = capital output share (0,507) delta = depreciation rate (5%) All this numbers are for a specific economy wich my model is based on. To clarify, the variables of the model "gamma = A*B*K^(B-1) - (rho+delta) + v (p...
by moirapasseron
Wed Jun 16, 2010 7:30 am
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

I think, perhaps, you need to figure out your equation mathematically before you can figure out how to estimate it in EViews. What exactly is the equation you're estimating? I'm studying a economic growth model with enviromental externalities involved. The model equation is the following: gamma = A...
by moirapasseron
Tue Jun 15, 2010 10:55 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

I think, perhaps, you need to figure out your equation mathematically before you can figure out how to estimate it in EViews. What exactly is the equation you're estimating? Here I uploaded my file, the final equation is: C(1)*0.0128*0.507*K^(0.507-1)-C(2)*(P+0.05)+C(3)*(PHI-(0.507/K))*CONS Thanks ...
by moirapasseron
Tue Jun 15, 2010 10:34 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

I think, perhaps, you need to figure out your equation mathematically before you can figure out how to estimate it in EViews. What exactly is the equation you're estimating? I'm studying a economic growth model with enviromental externalities involved. The model equation is the following: gamma = A...
by moirapasseron
Tue Jun 15, 2010 10:02 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

Try running least squares by listing your dependent variable followed by your independent variables (separated by spaces). Ok so I have: m n p v c(1)*0.0128*0.507*m^(0.507-1)-c(2)*(p+0.05)+c(3)*(v-(0.507/m))*n (In the equation estimation) where m n p v are my independent variables, but the dependen...
by moirapasseron
Tue Jun 15, 2010 9:44 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

ah and i'm using eviews 6, please help!
by moirapasseron
Tue Jun 15, 2010 8:29 pm
Forum: Estimation
Topic: No values in Least Squares analysis
Replies: 1
Views: 2365

No values in Least Squares analysis

In my Least Squares analysis I got no values in return, just 0 and 1.
I'm using Eviews 6, what's wrong in my model?
by moirapasseron
Tue Jun 15, 2010 7:50 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

OK, i've erased c(1) c(2) c(3) from the equation and the error message dessapeared. But now the least squares method only returns 0 and 1 values for c(1) c(2) c(3)...what 'im still doing wrong? thanks and sorry, i'm new in eviews. Please I need help, I'm trying to make a Least Squares analysis but I...
by moirapasseron
Tue Jun 15, 2010 7:49 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Re: Near singular matrix

OK, i've erased c(1) c(2) c(3) from the equation and the error message dessapeared.
But now the least squares method only returns 0 and 1 values for c(1) c(2) c(3)...what 'im still doing wrong?
thanks and sorry, i'm new in eviews.
by moirapasseron
Tue Jun 15, 2010 7:19 pm
Forum: Estimation
Topic: Near singular matrix
Replies: 17
Views: 15632

Near singular matrix

Please I need help, I'm trying to make a Least Squares analysis but I have trouble when entering my equation because i get the message "Near singular matrix". the equation is: c(1) c(2) c(3) c(1)*0.0128*0.507*capital^(0.507-1)-c(2)*(descuento+0.05)+c(3)*(efectividad-(0.507/capital))*consum...

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