Search found 21 matches
- Thu Dec 03, 2009 3:56 pm
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
yes, i did. In the Command Reference doesn't clear. I put gmm=2sls as below but that doesn't work, but when I put other arguments works, I tested several forms but none gave me the output that I receive saw graphic way scalar i for !i=1 to 75 system s.gmm(gmm=2sls) s.append (ibov*sdf_st)-(1-c(1)) s....
- Thu Dec 03, 2009 5:49 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
only lack the correct specification of the gmm to estimate the routine and to save me manually of statimate very times
- Thu Dec 03, 2009 4:08 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
can nobody help me?
- Wed Dec 02, 2009 11:42 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
Instead of the "Linear estimation after one-step weighting standard matrix", I would like to estimate using "Identity matrix estimation weights - 2SLS coefs with GMM standard errors", in other words, if I was using the graphic method instead of programming I would be as if I chos...
- Tue Dec 01, 2009 1:12 pm
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
where am i put gmm=2sls in this code
Code: Select all
scalar i
for !i=1 to 83
system s
s.append (ibov*sdf_st)-(1-c(1))
s.append (poup*sdf_st)-(1-c(2))
s.append (ser!i*sdf_st)-(1-c(3))
s.append @inst ser!i(-1) poup(-1) ibov(-1)
s.gmm @gmm=2sls
s.wald c(1)=0, c(2)=0, c(3)=0
next
- Tue Dec 01, 2009 12:18 pm
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
i would like to stimate like this 

- Tue Dec 01, 2009 11:33 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
gmm=2sls for example, I want to stimate the system GMM using Identity matrix estimation weights - 2SLS coefs with GMM standard errors
- Tue Dec 01, 2009 11:07 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
Re: GMM stimation
yes, I am stimating a system, but how do I put the arguments in GMM in that form? and how I can change the series in a loop, for exmplo ser01 to ser83?
- Tue Dec 01, 2009 10:24 am
- Forum: Programming
- Topic: GMM stimation
- Replies: 13
- Views: 11809
GMM stimation
Hi, how I turn the following system for gmm (ibov*sdf_st)-(1-c(1)) (poup*sdf_st)-(1-c(2)) (ser01*sdf_st)-(1-c(3)) @inst ser01(-1) poup(-1) ibov(-1) in the programming window? I want to do that because I need to insert a loop that is going ser01 to ser83 and I still want to insert a wald test that jo...
- Sat Apr 25, 2009 11:19 am
- Forum: Data Manipulation
- Topic: data problem
- Replies: 1
- Views: 3744
data problem
I am trying compute the variance of the difference between two series, x and y, but some of them may have missing values and eviews gives the following error message "Sizes do not match in matrix function" I am trying the variancias put in a vector as follows: w(!i)=var(x-y) Can I perform ...
- Sat Apr 25, 2009 7:21 am
- Forum: Data Manipulation
- Topic: catenate
- Replies: 1
- Views: 3593
catenate
Can I catenate two vectors of size 2 in vector of size 4, for example?
- Sat Apr 25, 2009 4:55 am
- Forum: Estimation
- Topic: Freeze
- Replies: 3
- Views: 8606
Re: Freeze
Thank you, I have already
- Sat Apr 25, 2009 4:46 am
- Forum: Estimation
- Topic: Freeze
- Replies: 3
- Views: 8606
Re: Freeze
When I run therefore: equation regalpha.ls alpha c ibrx The equation "regalpha" appears in workfile But when I run so: equation regalpha1.freeze(tab) regalpha1.ls alpha c ibrx and I open the equation regalpha1 of workfile saith: "Equation does not have estimates" In addition, the...
- Fri Apr 24, 2009 9:23 am
- Forum: Estimation
- Topic: Freeze
- Replies: 3
- Views: 8606
Freeze
can I give a freeze at an output of a ols?
for example,
freeze(tab) ls y c x
for example,
freeze(tab) ls y c x
- Thu Apr 23, 2009 10:40 am
- Forum: Programming
- Topic: Econometric tests
- Replies: 6
- Views: 6820
Re: Econometric tests
One more question: has as I create a table for each wheelset loop?
For example, freeze(tab(!i)) some reg.wald c(1)=0
vector(192) f_pvalue(!i) = @val(tab(!i)(6,4))
For example, freeze(tab(!i)) some reg.wald c(1)=0
vector(192) f_pvalue(!i) = @val(tab(!i)(6,4))
