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noexinst

Many thanks!

Hi I am running 3sls estimation for an equation system in Eviews 6. The basic code I used is do sys_3sls.3sls(showopts,i,m=100000,c=0.0000001) I have checked the reference manual and user's guide but failed to find a command or option to unselect the box "Add lagged regressors to instruments fo...

Hello, I am estimating a non-linear system using full-information maximum likelihood. For some initial values, I got the warning "Failure to improve Likelihood after ... iteration". Could anybody explain to me what does that warning mean? Could the log likelihood be trusted in this case? I...

Thank you for your response. That is indeed an issue. After I fixed that issue by choosing another group of initial values, which guarantees all positive bases before raised to any power, a similar error message occurs, i.e., "no valid observation..." or "near singular matrix..."...

Hi Gareth, Thank you for your response. I checked the code again. Take the following one as an example (H-LINPUT)^((C(5)-1)/C(5)) The base (H-LINPUT) is always positive and the power ((C(5)-1)/C(5)), as you mentioned, is negative. But I did not "raise a negative number to a power less than 1&qu...

Hello, I am trying to do a system estimation using FIML. However, the code I wrote didn't work. I have checked the possible error while entering the equations but found none. I specified thousands of initial values through loops but none of them worked either (I specified a very large number for the...

It is only available in EViews 7. It is documented in the Command and Programming Reference.

All versions of EViews let you set the number of errors each time you run a program though (in the Run dialog).

Got it. Thanks!

You can use the setmaxerrs command to tell EViews not to stop after a single error. You can also use @errorcount to check whether an error has occurred. Thank you for your suggestion! But I could not find any further explanation about the command setmaxerrs in all EViews user's guide or reference m...

Hi All, Thank you for reading this message. I am doing full-information maximum likelihood estimation in EViews. In order to obtain some confidence that the estimated log likelihood is "global" max, instead of local max, I am trying to do grid search over the parameter space by changing th...