Search found 4 matches
- Sat Apr 04, 2009 2:58 am
- Forum: Estimation
- Topic: 2 Stage Least Squares estimation with a System of 3 equation
- Replies: 15
- Views: 17759
Re: 2 Stage Least Squares estimation with a System of 3 equation
I did it after so many hours of trying. Now I have a different question. The system remains the same , and I am in OLS CO=C(1)+C(2)*PI+C(3)*PI(-1)+C(4)*W I=C(5)+C(6)*PI+C(7)*PI(-1)+C(8)*K(-1) W1=C(9)+C(10)*X+C(11)*X(-1)+C(12)*TIME I press the residuals button but I only the get the graph for residua...
- Fri Apr 03, 2009 12:41 pm
- Forum: Estimation
- Topic: 2 Stage Least Squares estimation with a System of 3 equation
- Replies: 15
- Views: 17759
Re: 2 Stage Least Squares estimation with a System of 3 equation
system AA AA.append co=c(1)+c(2)*pi+c(3)*pi(-1)+c(4)*w AA.append i=c(5)+c(6)*pi+c(7)*pi(-1)+c(8)*k(-1) AA.append w1=c(9)+c(10)*x+c(11)*x(-1)+c(12)*time AA.tsls show AA thats what I wrote. the system I chose from object>new object>system and named it AA. I keep getting either system is not defined or...
- Fri Apr 03, 2009 10:57 am
- Forum: Estimation
- Topic: 2 Stage Least Squares estimation with a System of 3 equation
- Replies: 15
- Views: 17759
Re: 2 Stage Least Squares estimation with a System of 3 equation
I wrote this, system untitled untitled.append co=c(1)+c(2)*pi+c(3)*pi(-1)+c(4)*W @ c pi(-1) k(-1) x(-1) time w2 g untitled.append I=c(5)+c(6)*pi+c(7)*pi(-1)+c(8)*k(-1) @ c pi(-1) k(-1) x(-1) time w2 g untitled.append W1=c(9)+c(10)*x+c(11)*x(-1)+c(12)*time @ c pi(-1) k(-1) x(-1) time w2 g untitled.ts...
- Fri Apr 03, 2009 3:27 am
- Forum: Estimation
- Topic: 2 Stage Least Squares estimation with a System of 3 equation
- Replies: 15
- Views: 17759
2 Stage Least Squares estimation with a System of 3 equation
Hi, I am new here and I am wondering about something related to SEM and 2SLS. I have 3 equations, co=c(1)+c(2)*pi+c(3)*pilagged+c(4)*W I=c(5)+c(6)*pi+c(7)*pilagged+c(8)*klagged W1=c(9)+c(10)*x+c(11)*xlagged+c(12)*time and all the appropriate data for them. These are actually the Klein model 1. What ...
