Search found 3 matches
- Mon Feb 21, 2011 4:00 pm
- Forum: Econometric Discussions
- Topic: Model selection tests for nonnested models
- Replies: 0
- Views: 2468
Model selection tests for nonnested models
Dear! I'm estimating a nonlinear simultaneous equations system by GMM and must make a model selection test for non-nested model. Rivers and Vuong (2002), provide a simple test, which is compared the difference of the goodness-of-fit criteria (or lack-of-fit criteria) of the two competing models. The...
- Mon Jul 26, 2010 1:16 pm
- Forum: Estimation
- Topic: 2 Equation System with PDL
- Replies: 2
- Views: 3279
Re: 2 Equation System with PDL
ok. :( Thanks!!
- Sun Jul 25, 2010 8:25 pm
- Forum: Estimation
- Topic: 2 Equation System with PDL
- Replies: 2
- Views: 3279
2 Equation System with PDL
Dears! I need estimate a system of two equations using a 3sls and one of the equations has a pdl. How do I do?
eq1: x1go = c(1) + ???? pdl((w1go/z11), 5,2) ???? + c(3)*r + c(4)*z/z11 + c(30)*w1go/z11*t
eq2: w1go/z11 = c(9)*x1go + c(10)*w2go + c(11)*w3_1go + c(12)*i + c(13)*puht_go
eq1: x1go = c(1) + ???? pdl((w1go/z11), 5,2) ???? + c(3)*r + c(4)*z/z11 + c(30)*w1go/z11*t
eq2: w1go/z11 = c(9)*x1go + c(10)*w2go + c(11)*w3_1go + c(12)*i + c(13)*puht_go