Search found 5 matches

by ivoryeview
Thu May 07, 2009 12:13 pm
Forum: Estimation
Topic: estimation
Replies: 9
Views: 9996

Re: GMM estimation with Singular error in IV

I keep clicking on the OK button......it works after dozens of clicks....
OMG
by ivoryeview
Thu May 07, 2009 11:56 am
Forum: Estimation
Topic: estimation
Replies: 9
Views: 9996

Re: GMM estimation with Singular error in IV

I tried manipulating with the IV many ways , up to reducing them to 4

But everytime it reports nearly singular matrix.

Thank you
by ivoryeview
Thu May 07, 2009 11:45 am
Forum: Estimation
Topic: estimation
Replies: 9
Views: 9996

Re: GMM estimation with Singular error in IV

So it means that Eview 6.0 in the lab may not be updated such that GMM could be run?

But when I was taking the class I used to use Eview 6.0 in the lab to run another GMM estimation.

Is there any other way of solving this?
by ivoryeview
Thu May 07, 2009 11:25 am
Forum: Estimation
Topic: estimation
Replies: 9
Views: 9996

Re: GMM estimation with Singular error in IV

Thank you for reading my question and working on my work file. I tried again, it still does not work I use QUICK-->equation Select GMM Input the equations and IV Select HAC Quadratic Newey-West Iteration 1000 It tells me that "nearly singular matrix" Could you try the results for these thr...
by ivoryeview
Thu May 07, 2009 8:52 am
Forum: Estimation
Topic: estimation
Replies: 9
Views: 9996

estimation

Hi, everyone. I am doing GMM for a forward looking Talor rule model. Here is the equation I input in the equation box fed-(1-c(4))*(5.97-(c(2)-1)*c(1)+c(2)*inf+c(3)*gap)-c(4)*fed(-1) Here is the IV list: c gap(-1) gap (-2) gap (-3) gap(-4) fed(-1) fed(-2) fed(-3) fed(-4) spd(-1) spd(-2) spd(-3) spd(...

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