How to estimate the parameters in Eviews with restrictions on the parameters across the equations. The restrictions are of the form a1/b1=a2/b2 for a system consisting of 2 equations of the form:
y=a1*x1+a2*x2+k1 and z=b1*x1+b2*x2+k2
We know what the series y, z, x1, and x2 are.
Thanks
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- Wed Apr 29, 2009 11:04 pm
- Forum: Estimation
- Topic: Parameter Estimation
- Replies: 3
- Views: 6338