Well,i hope the user specified weighting matrix works also for the system GMM. Can you please explain how to do it in eviews 7 for two step GMM estimations.
thx
Search found 5 matches
- Tue Nov 16, 2010 4:33 am
- Forum: Estimation
- Topic: User specified weighting Matrix
- Replies: 3
- Views: 2994
- Mon Nov 15, 2010 7:44 am
- Forum: Estimation
- Topic: User specified weighting Matrix
- Replies: 3
- Views: 2994
User specified weighting Matrix
Hi, Please , can the weighting matrix can given to eviews 6 externally for GMM estimations. Actually I want estimates Hansen and Jagannathan (1997) distance measure for which the 2nd stage weighting matrix need to be the inverse matrix of test assets. I also have another question that is it possible...
- Wed Oct 27, 2010 5:47 am
- Forum: Estimation
- Topic: Quandt-Andrews breakpoint test
- Replies: 3
- Views: 3574
Re: Quandt-Andrews breakpoint test
Thanks Gareth!
- Tue Oct 26, 2010 12:54 am
- Forum: Estimation
- Topic: Quandt-Andrews breakpoint test
- Replies: 3
- Views: 3574
Re: Quandt-Andrews Breakpoint test
Hi, I want to know that is EVIEWS 7 able to do the Quandt- Andrews test for parameter stability in an systems of equations with GMM estimation method. Because, I want see the stability of my model which I am not able to do in EVIEWS 6. Please help! Please also share that how to post a question in t...
- Tue Oct 26, 2010 12:53 am
- Forum: Estimation
- Topic: Quandt-Andrews breakpoint test
- Replies: 3
- Views: 3574
Quandt-Andrews breakpoint test
Hi,
I want to know that is EVIEWS 7 able to do the Quandt- Andrews test for parameter stability in an systems of equations with GMM estimation method. Because, I want see the stability of my model which I am not able to do in EVIEWS 6.
Please help!
I want to know that is EVIEWS 7 able to do the Quandt- Andrews test for parameter stability in an systems of equations with GMM estimation method. Because, I want see the stability of my model which I am not able to do in EVIEWS 6.
Please help!