Search found 3 matches
- Tue Dec 28, 2010 8:09 am
- Forum: Estimation
- Topic: Simultaneous Equation with non-observable variable
- Replies: 5
- Views: 3937
Re: Simultaneous Equation with non-observable variable
this is a part of leading indicator model which is quite difficult to understand, it's not homework
- Tue Dec 28, 2010 7:26 am
- Forum: Estimation
- Topic: Simultaneous Equation with non-observable variable
- Replies: 5
- Views: 3937
Re: Simultaneous Equation with non-observable variable
can you please write me down the code for these equations?
where do I need to write it? should I need to create 3 equations?
where do I need to write it? should I need to create 3 equations?
- Tue Dec 28, 2010 3:13 am
- Forum: Estimation
- Topic: Simultaneous Equation with non-observable variable
- Replies: 5
- Views: 3937
Simultaneous Equation with non-observable variable
I have 2 independent variables (assume R1 R2, respectively) which are my sample data. I want to estimate simultaneously 3 equations as follows (the 3th variable called R3 is non-observable): Log(R3)=c(1)*R3(-1)+ c(2)*R3(-2)+ c(3)*R3(-3) R1=c(4)*R3+c(5)*resid(-1) R2=c(6)*R3+c(6)*resid(-1) 1.How can I...