Search found 3 matches
- Mon Aug 29, 2011 10:41 am
- Forum: Bug Reports
- Topic: estimated coefficients of the b matrix are all 0.1
- Replies: 6
- Views: 7874
Re: estimated coefficients of the b matrix are all 0.1
what do i need to do to change the starting value to not be 0.1.
- Mon Aug 29, 2011 7:21 am
- Forum: Bug Reports
- Topic: estimated coefficients of the b matrix are all 0.1
- Replies: 6
- Views: 7874
Re: estimated coefficients of the b matrix are all 0.1
ok i have taken lags of my data and run them through the hodrick prescott filter and have estimate the var with the 5 varibales lhusgdp lhaugdp lhcash lhauge lhrtwi. If i use the sample formual given than the coeffecients are all 0.1. the svar formula i want to impose is @e1 = c(1)*@u1 @e2 = -c(2)*@...
- Tue Aug 23, 2011 11:11 pm
- Forum: Bug Reports
- Topic: estimated coefficients of the b matrix are all 0.1
- Replies: 6
- Views: 7874
estimated coefficients of the b matrix are all 0.1
Im attempting to create a SVAR model of my 5 factors AUGDP, AUGE, CASH, USGDP, RTWI. My EViews file is getting this odd result that the estimated coefficients of the B matrix are all 0.1 which seem to be the starting values since it doesn't actually go through any iterations (this with the default C...