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Problem solved! We updated to the latest version, and I now get the same results as you posted above. Thank you for your help!

Updating will be easier said than done because it is a university license, but I will work on that. In the meantime, can you help me troubleshoot by answering the following: 1) Are you able to replicate the estimated coefficients that I get? 2) What are the q-statistics you get? 3) Do your q-statist...

It is the case in workfile I provided earlier in this thread. 1) Start with the system object called "test2". When the initial guess is zero for both coefficients, the TSLS estimated coefficients are: GN(1)=0.058 and C(7)=0.335. The Portmanteau autocorrelation test yields, for example, a Q...

Ok, this is helpful. But one question still remains. Why, under the system object, do the Q-statistics (and the residual plots) change depending on the initial guess, even though it converges to the same solution for the estimated coefficients?

In the attached workfile, see the equation object called "test" and the system object called "test2". Both specify the same equation, and when estimated using TSLS yield the same estimated coefficients, same D-W statistics, etc. However, the Q-statistics are different, and in the...

Thanks for your reply! Your example was helpful, and I think it gets us closer to finding the source of my confusion. It seems the main difference between your example and my setup is that I have my equations defined within a system object (because I am also doing 3SLS). I just did a little experime...

I am using Eviews 7.1 to estimate a nonlinear 2SLS with AR(1) errors. I have found that the residual graphs and Q-statistics change depending on the initial starting value that I provide for the coefficient on the AR(1) error term, even though the program still converges to the same solution, so the...