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Hey Gareth, thansk for your reply! Could you be more specific with regards to the instruments I am missing (how many? for what eq?)? Again, since I am just exactly replicating a model used and successfully estimated by a different researcher, I am having difficulties understanding how it can be poss...

Hey Startz, thanks for the quick reply! I am not sure about not having enough variables: I am replicating this model from a working paper (page 10, http://www.frbsf.org/publications/economics/papers/2010/wp10-17bk.pdf ) in which this model was successfully estimated. Since they estimated this model ...

Dear Eviews community, I have a problem with the specification of a simultaneous equations model which I want to estimate via GMM (I am replicating a model): Specifically, I have two equations: 1) Y1 = c(0) + c(1)*Y2 + c(2)*X1 + c(3)*X2 + c(4)*X3+ c(5)*X4 2) Y2 = c(6) + c(7)*Y1 + c(8)*X1 + c(9)*X2 +...

Hi bangboo, thanks for your fast answer. the problem with the Granger Causality test offered by EVIEWS is that it is, as far as I know, linear and not nonlinear (Should I be wrong, please correct me). I am however looking to perform tests for both linear and nonlinear G-causality so that I need a di...

Hi, I am looking to conduct a test for nonlinear granger causality along the lines of the test in Hiemstra & Jones 1994. - Is there a package (for any programme/language) available that does this? Where can I find it? - If not, how would you proceed in getting that test done? Thanks for your hel...