EViews.com

Could you explaine me, how can I test my regression on multicollinearity in eviews?

As a wild guess only, is there some chance the denominator should be cons rather than const? In other words, do you have consumption growth specified correctly?

it is okay with consumption=)

may be i should use something another, to calculate theese parametres?

nothing changed...I've tried 20 diiferent start-points, but none helped me. May be any analytical ideas should help with this problem?

Well, I have 10 assets, and though I have 10 equations sample eq: c(i1)*(r1*((cons(1)/const)^c(2i))=1 where c(i1) and c(i2) are the parameters, which are to be obtained using General Method of Moments. The data is provided by this site: http://www.econ.kuleuven.be/gme/ (pricing.wf1) When I start to ...