Search found 21 matches

by rogerioms
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....
by rogerioms
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
by rogerioms
Thu Dec 03, 2009 4:08 am
Forum: Programming
Topic: GMM stimation
Replies: 13
Views: 11809

Re: GMM stimation

can nobody help me?
by rogerioms
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...
by rogerioms
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
by rogerioms
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 Image
by rogerioms
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
by rogerioms
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?
by rogerioms
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...
by rogerioms
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 ...
by rogerioms
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?
by rogerioms
Sat Apr 25, 2009 4:55 am
Forum: Estimation
Topic: Freeze
Replies: 3
Views: 8606

Re: Freeze

Thank you, I have already
by rogerioms
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...
by rogerioms
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
by rogerioms
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))

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