Search found 5 matches
- Fri Apr 15, 2011 4:36 am
- Forum: Estimation
- Topic: Cointegration
- Replies: 0
- Views: 1568
Cointegration
Hi everybody, Since we don't understand that much of Eviews, we need your help. We're trying to estimate the income elasticity by modelling the money demand. I have the following equation: RMBt = K(y) Yt + K(Tau) T - K(i) It + Sommation from s=-3 to 3 ( (K(y)s)*d(y(t+s)) + (K(i)s)*d(i(t+s)) ) + Et w...
- Thu Apr 14, 2011 6:21 am
- Forum: Estimation
- Topic: Problem with estimation
- Replies: 2
- Views: 2269
Re: Problem with estimation
That's the problem, I'm not sure we need starting values. We need estimates for the parameters that stay the same no matter how many times we press specify equation.
Should I try to do it in some other way or is the equation above correct?
Thx
Should I try to do it in some other way or is the equation above correct?
Thx
- Thu Apr 14, 2011 6:13 am
- Forum: Data Manipulation
- Topic: Output on Eviews changes
- Replies: 3
- Views: 3226
Re: Output on Eviews changes
Maybe it's best if I elaborate.The equation we are using is this: RMB = C(1)*GDP - C(2)*SPREAD + C(3)*TIME + C(1)^(-3)*d(GDP(-3)) + C(1)^(-2)*d(GDP(-2)) + C(1)^(-1)*d(GDP(-1)) + d(GDP) + C(1)*d(GDP(1)) + C(1)^(2)*d(GDP(2)) + C(1)^(3)*d(GDP(3)) + C(2)^(-3)*d(SPREAD(-3)) + C(2)^(-2)*d(SPREAD(-2)) + C(...
- Thu Apr 14, 2011 2:52 am
- Forum: Data Manipulation
- Topic: Output on Eviews changes
- Replies: 3
- Views: 3226
Output on Eviews changes
Hello, when we put our data into eviews, one day we get a totally different result than another day. Also, given a time series of +- 50 observations, a result appears. If we add the next observation (which does not deviate that much from the previous ones), again our results change drastically. How ...
- Tue Apr 05, 2011 7:34 am
- Forum: Estimation
- Topic: Problem with estimation
- Replies: 2
- Views: 2269
Problem with estimation
There might be a very simple explanation for the problem we are having but we can't find the answer. We are trying to estimate (by OLS) the following model: Mt = K(y) Yt + K(Tau) T - K(i) It + Sommation from s=-3 to 3 ( (K(y)^s)*d(y(t+s)) + (K(i)^s)*d(i(t+s)) ) + Et where Et=residuals, K(y), K(Tau) ...
