Search found 3 matches
- Wed Apr 18, 2012 11:52 am
- Forum: Estimation
- Topic: System estimation, standard errors, availability of tests
- Replies: 4
- Views: 3161
- Tue Apr 17, 2012 6:05 pm
- Forum: Estimation
- Topic: System estimation, standard errors, availability of tests
- Replies: 4
- Views: 3161
Re: System estimation, standard errors, availability of test
OK, Thanks. The reason I put the first question here was: Is Eviews correctly calculating FIML standard errors? Cause I've not seen so striking differences in articles or textbooks and the 3SLS and FIML should be asymptotically equivalent (my error distributions are normal, the portmanteau test says...
- Tue Apr 17, 2012 4:29 pm
- Forum: Estimation
- Topic: System estimation, standard errors, availability of tests
- Replies: 4
- Views: 3161
System estimation, standard errors, availability of tests
Hi, I'm using v7.2. I've estimated a supply-demand system with 3SLS, FIML and GMM. But very strangely although the 3SLS and GMM std errors are very small -> p-values <0.01 the FIML p-values are all well above 0.5. Why is that? And some questions about the availability of tests: Why aren't the hetero...
