Search found 4 matches

by gf100
Tue Mar 20, 2012 6:01 am
Forum: Estimation
Topic: TSLS Specification
Replies: 1
Views: 2192

TSLS Specification

Im running a 2sls regression in eviews but just want to check im putting variables in the correct place. suppose my equation is A = b + c + d and i want to check for endogeneity of c in A and for this I have my instrumental variable e In the equation specification box i put " a b c d " In ...
by gf100
Tue Mar 06, 2012 5:47 am
Forum: Econometric Discussions
Topic: Model Specification - elasticities
Replies: 5
Views: 7447

Re: Model Specification - elasticities

Thanks for your help so far. I've got another question now regarding stationarity of my dependent variable. When i do a unit-root test on my dependent variable, i'm unable to reject the null that it has a unit root (ive pasted the output in below). Im using the ADF test (hopefully correctly..), how ...
by gf100
Mon Feb 27, 2012 6:56 am
Forum: Econometric Discussions
Topic: Model Specification - elasticities
Replies: 5
Views: 7447

Re: Model Specification - elasticities

Thanks for your help! Really appreciate it. Do I need to use the parameter 'd' at all in any of the elasticity calculations itself? Or does its presence merely reduce potential autocorrelation and model mis-specification? I do remember doing a two-stage least squares procedure last year in one of my...
by gf100
Tue Feb 21, 2012 7:35 am
Forum: Econometric Discussions
Topic: Model Specification - elasticities
Replies: 5
Views: 7447

Model Specification - elasticities

Hi guys, I'm in my final year studying economics and I'm writing my final paper around price and income elasticities of fuel prices, and how their changing etc. However I'm having some problems with my model specification, especially as this is the side of economics I'm not too comfortable with. I'l...

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