Search found 9 matches

by mattemde
Tue Jul 27, 2010 1:18 pm
Forum: Models
Topic: can you include a loop inside a model?
Replies: 7
Views: 13382

Re: can you include a loop inside a model?

I included the following in the model: mod1.append r = @rsum(all) The model compiles with no errors, but when the model can't solve ("unable to compute due to missing data"). So I decided to do it the long way: I appended each of the 40 leads (from zz = rtb(!x)*(0.98^!x)*(1 - 0.98)/(1 - 0....
by mattemde
Tue Jul 27, 2010 10:14 am
Forum: Models
Topic: can you include a loop inside a model?
Replies: 7
Views: 13382

Re: can you include a loop inside a model?

Ok, I understand what you mean now.

Thanks,
Matt
by mattemde
Tue Jul 27, 2010 6:15 am
Forum: Models
Topic: can you include a loop inside a model?
Replies: 7
Views: 13382

Re: can you include a loop inside a model?

So you can't see a way to solve my problem, either by eliminating the need for a loop or including a loop in the model?

Matt
by mattemde
Mon Jul 26, 2010 1:06 pm
Forum: Data Manipulation
Topic: summation notation
Replies: 4
Views: 8285

Re: summation notation

The results are identical for the two loops.

Thanks again for your help.

Matt
by mattemde
Mon Jul 26, 2010 1:05 pm
Forum: Models
Topic: can you include a loop inside a model?
Replies: 7
Views: 13382

can you include a loop inside a model?

Hi, I'm wondering if it is possible to include a loop inside a model. My model consists of single equations for GDP, inflation, the Fed funds rate, and the long-term interest rate. Here is the tricky part: the long-term interest rate in each quarter is a weighted sum of the short-term rate over the ...
by mattemde
Mon Jul 26, 2010 6:35 am
Forum: Data Manipulation
Topic: summation notation
Replies: 4
Views: 8285

Re: summation notation

Here is my loop:

genr z = 0
for !x = 0 to 39
genr zz = r(!x)*(b^!x)*(1 - b)/(1 - b^40)
genr z = z + zz
next


What do you think? Could it be done any better?
by mattemde
Fri Jul 23, 2010 10:56 am
Forum: Data Manipulation
Topic: summation notation
Replies: 4
Views: 8285

summation notation

Hi, I'm trying to figure out how to code summation notation into Eviews 7. See attachment for what exactly I'm trying to do. Basically, this notation creates a time series, where the value for each time period t equals a weighted sum over the next 40 periods. R is a time series. I've written a loop,...
by mattemde
Fri Jul 16, 2010 11:21 am
Forum: Estimation
Topic: interpreting IV diagnostics and tests
Replies: 5
Views: 12033

Re: interpreting IV diagnostics and tests

For the Endogeneity test, the null is that the instrument subset is exogenous. I don't understand why the null refers to the instrument subset rather than the regressor subset. Are you referring to the Instrument Orthogonality Test, perhaps? For the Regressor Endogeneity Test, I thought the purpose...
by mattemde
Fri Jul 16, 2010 9:34 am
Forum: Estimation
Topic: interpreting IV diagnostics and tests
Replies: 5
Views: 12033

interpreting IV diagnostics and tests

I am using Eviews 7. I am doing GMM estimation and want to use the IV diagnostics and tests that Eviews has available. But I am having difficulty interpreting the test results. For the regressor endogeneity test, is the null hypothesis that the regressors are endogenous (for example, the p-value I'm...

Go to advanced search