Search found 3 matches

by macko67
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...
by macko67
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...

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