Search found 9 matches

by somaiiehmr
Fri Jun 15, 2012 12:31 am
Forum: Estimation
Topic: Division by Zero error when estimating GMM
Replies: 3
Views: 4012

Re: Division by Zero error when estimating GMM

It is Eviews 7, and build date is Dec 4 2009.
by somaiiehmr
Thu Jun 14, 2012 6:59 am
Forum: Estimation
Topic: Division by Zero error when estimating GMM
Replies: 3
Views: 4012

Division by Zero error when estimating GMM

Dear support team, I have recently done GMM estimation for 1954q1-2010q4 using the same eq01 and eq02 and two systems in attached file. But when I tried to estimate GMM using updated data up to 2012 I get the following error: division by zero. I have tried different options but none of them works. I...
by somaiiehmr
Tue May 22, 2012 7:14 am
Forum: Estimation
Topic: GMM Breakpoint test and IV Diagnostics
Replies: 1
Views: 2724

GMM Breakpoint test and IV Diagnostics

Hi guys. but I have another problem. As you can see in attached workfile I have two system specification called gmmmccsgg05 and gmmmcnsgg05, I would like to IV Diagnostics Tests as well as GMM breakpoint tests, the manual says that if you choose View there should be options including IV Diagnostics ...
by somaiiehmr
Mon May 21, 2012 10:22 am
Forum: Estimation
Topic: Re: The GMM estimation specifiction does not work, please he
Replies: 11
Views: 7225

Re: The GMM estimation specifiction does not work, please he

Yes, you are right I have changed the starting values and it now works. Thanks a lot. Just one more question. I also would like to find the following values and their standard errors using the estimated c(1), c(2) and c(3): phi= c(2)+c(1)*(1-c(2)*(1-c(3))) lambda= ((1-c(1))*(1-c(2))*(1-c(3)*c(2)))/p...
by somaiiehmr
Mon May 21, 2012 10:01 am
Forum: Estimation
Topic: Re: The GMM estimation specifiction does not work, please he
Replies: 11
Views: 7225

Re: The GMM estimation specifiction does not work, please he

Hi,

Thanks for your reply, I tried to estimate GMM using GMM1 system in the attached workfile and I got table01 results, but surprisingly when I tried to re-estimate the same system the foolowig erroe came up: near singular matrix! why is that so?
by somaiiehmr
Mon May 21, 2012 8:25 am
Forum: Estimation
Topic: Re: The GMM estimation specifiction does not work, please he
Replies: 11
Views: 7225

Re: The GMM estimation specifiction does not work, please he

Yes, I think all of them are valid observations.
by somaiiehmr
Mon May 21, 2012 5:24 am
Forum: Estimation
Topic: Re: The GMM estimation specifiction does not work, please he
Replies: 11
Views: 7225

Re: The GMM estimation specifiction does not work, please he

Hi guys, I'm almost new with Eviews and am trying to estimate a non-linear GMM model with some instruments, but when I estimate the model using estimate and choose the GMM -Time series (HAC) the following error would come up: No valid observation in equation, can you please let me know where is the ...

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