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I've built a supply/demand model of housing, but find the real interest rate insignificant in the price equation. If a subsample of the regression is dropped, the real interest rate is strongly significant with the right sign. How do I account for a varying coefficient in a two-stage least squares r...

Thanks. If you have the time, could you give me the code to calculate the test statistic.

I'm a novice. Could you elaborate. thanks

How would you test for structural breaks in such a system?

I generate a chow break point test for a system of equations and keep getting some negative values for my test statistic. Can you tell if there is anything wrong with my code: '*********************** Systems of equations estimation and testing********************************************* system hm1...

Thanks for the quick reply.

I'm trying to pull out the sum of squared residuals for each equation in my system, but keep getting an error (code is below) system hm1 hm1.append lhpr = c(1)*lypdk +c(2)*lreal_stock +c(3)*rm5yr+c(4)*break1 hm1.append lresk = c(5)+c(6)*lhpr +c(7)* rprime+c(8)*lwager hm1.append inst lypdk rprime rm5...