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would you help me with some steps on how to do it manually starting from the results of the long run ?

Hello, I am working on estimating a Panel Cointegration equation using Eviews 8. By applying the FMOLS I am able to get the estimation of the long run relationship between the variables. how do I move to estimate the short run coefficients and the speed of adjustement coefficient for panels? thank y...

which I have already done.

So, you are saying that as long as I use bootstraped values of inf, than I don't need to use instruments in order to get the bootstraped values of loan_boot?

so how do I get loan_boot(i) then?

Let me clarify this further I estimate a TSLS equation then I save the coefficients which I estimated in the first step I use these coefficients to generate a bootstrap of the dependent variable here is the program equation ols_reg_orig.tsls loan = c(1)* (1/inf-1/thold)+c(2)*do +c(3)*fs @ inf(-1) do...

Actually the program runs, if I remove instruments and the equation is an OLS
the only problem is I want to add instruments,
i is defined as a scalar which takes the values I determine therefore it works.

however now I have a new problem this is part of the program for bootstraping for i = 1 to numobs inf_boot(i) = inf(infdraws(i)) loan_boot(i) = slope_c1*(1/inf_boot(i)-1/thold)+slope_c2*do(i)+slope_c3*fs(i) @ inf(-1) do(-1) fs(-1) in Bold are the instruments, but the program won't run due to syntax ...

This works

thank you for your reply

hello I would like to use bootstrap in a tsls equation, therefore I will have to save the coefficients to use them for bootstraping. If the equation was an OLS, I would write it as follows: equation ols_reg.ls loan_boot = c(1)* (1/inf_boot-1/thold)+c(2)*do+c(3)*fs how do I add the instrumental varia...

this should work. thank you for your replies

this means that I want to save the value of equation residual for each g (from 0.1 to 39.4)

Hello I am working on estimating a threshold relationship using the following program scalar thold scalar test scalar i scalar g scalar numobs scalar numth series dum_thold series resumsq_loan numobs = 56 numth =394 for g =0.1 to numth step 0.1 dum_thold = 0 thold = grid(g) for i=1 to numobs test = ...