Search found 9 matches
- 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.
- 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...
- 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 ...
- Tue May 22, 2012 7:00 am
- Forum: Estimation
- Topic: Re: The GMM estimation specifiction does not work, please he
- Replies: 11
- Views: 7225
GMM Breakpoint test and IV Diagnostics test
Thanks it works.
- 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...
- 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?
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?
- Mon May 21, 2012 8:54 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
Here it is my workfile.
- 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.
- 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 ...
