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Possibly. How would I have to modify my code to use similar starting values as in the manual recalculation and thus arrive at the same estimation of the coefficient? Thank you.

Hi Gareth, thank you very much for your reply. I have amended the equation command to allow for multiple iterations: equation eq{!i}.GMM(INSTWGT=HAC,DERIV=an,method=nstep,gmmiter=1000,wscale="eviews",m=1000,c=0.0001,l=1000,showopts,cov="hac",covlag="a") [equation] @ [in...

I have estimated 100 GMM equations using a program that loops over such a line of code: equation eq{!i}.GMM(INSTWGT=HAC,GMMITER=1,DERIV=AA) [equation] @ [instruments] For some of the 100 cases the coefficient estimates calculated by Eviews are implausible: Eviews shows a negative coefficient while a...

Ok, thank you.

Going through the data members of the equation object in the Object Reference manual I can find @coefs(i), @tstats(i) but not @prob(i). Is there a data member for the probability value of a coefficient in the equation object? If not, what would be the most convenient way of obtaining this probabilit...

Thank you Glenn. I have found the documentation of the import command in the Command and Programming Reference PDF file.

Hi Chris, thank you very much. Using a program really seems like the right way to avoid this problem. When putting the command into a program file I get the following error message in a popup window: "Incomplete date specification (no start date provided) in "IMPORT "MYDSNFILE.DSN&quo...

Hi Chris, thank you for your answer. I think your answer goes into the right direction. However, one issue remains which prevents me from fully automating the data import: After entering your suggested command in the command prompt, the "ODBC Dsn Read - Step 1 of 1" window pops up where I ...

I would like to like to run GMM estimations on several hundred series, one at a time. For instance, I would be using a command similar to gmmc.gmm(instwgt=white,gmmiter=2,nodf) cons c1 y1 y1(-1) w1 @ c1 p1(-1) k1(-1) x1(-1) gmmc.gmm(instwgt=white,gmmiter=2,nodf) cons c2 y2 y2(-1) w2 @ c2 p2(-1) k2(-...

I have time series of several hundred stocks stored in a MySQL database. I would like to import the time series data of each stock into an individual series in Eviews. To do this in an efficient way I am looking for some code which can be executed from the command line in Eviews and which would look...