Search found 6 matches

by uvt9
Tue Jun 23, 2009 3:29 am
Forum: Estimation
Topic: gmm estimate of hybrid phillips gives command near singular
Replies: 1
Views: 3696

gmm estimate of hybrid phillips gives command near singular

Hi everyone, I'm running a generalized method of moment on the following system and instruments, asi_100=(c(1)+c(3)*(1-c(1)*(1-c(2))))^(-1)*(1-c(3))*(1-c(1))*(1-c(2)*c(1))*fxluclipd+c(1)*(c(1)+c(3)*(1-c(1)*(1-c(2))))^(-1)*c(2)*asi_100(+1) @inst asi_100(-1 to -5) awi(-1 to -2) fxluclipd(-1 to -2) og1...
by uvt9
Wed May 20, 2009 6:30 am
Forum: Estimation
Topic: restricted lag
Replies: 6
Views: 7058

Re: restricted lag

I'm not sure whether it works alright with the eviews file, so here the file in excel:
by uvt9
Wed May 20, 2009 6:22 am
Forum: Estimation
Topic: restricted lag
Replies: 6
Views: 7058

Re: restricted lag

The workfile is in the attachment. To test the sum of the lag I take the sample from 1 123 for the case of austria.
equation:
I= C(1) + C(2)*OG +C(3)*I(-1) +C(4)*I(-2) +C(5)*I(-3) +C(6)*I(-4)+C(7)*I(-5) +C(8)*I(-6) +C(9)*I(-7) +C(10)*I(-8)+(1-C(3)-C(4)-C(5)-C(6)
-C(7)-C(8)-C(9)-C(10))*I(-9)
by uvt9
Wed May 20, 2009 6:03 am
Forum: Estimation
Topic: restricted lag
Replies: 6
Views: 7058

Re: restricted lag

Thank you for your quick reply. I did try the equation with the exp in front of i(-9), but it still does not work. It might be a problem that i need the sum of the lags not to exceed one. I'm using the same specification as in the eviews guide, but i get no result. I would appreciate it a lot, If yo...
by uvt9
Wed May 20, 2009 2:11 am
Forum: Estimation
Topic: restricted lag
Replies: 6
Views: 7058

restricted lag

Hello, I do have a problem to constrain my lag to exceed 1. When you see the output table below the sum of the lags (c(3)+...+c(10)) still exceeds one. I'm using the equation = C(1) + C(2)*OG +C(3)*I(-1) +C(4)*I(-2) +C(5)*I(-3) +C(6)*I(-4) +C(7)*I(-5) +C(8)*I(-6) +C(9)*I(-7) +C(10)*I(-8)+(1-C(3)-C(4...
by uvt9
Fri May 15, 2009 2:55 am
Forum: Estimation
Topic: constrain of lag
Replies: 1
Views: 3798

constrain of lag

Hello, I'm trying to restrict a lag of inflation to be higher than 1, but after using descriptions of the eviews guide my following equation does not work: i c og i(-1) i(-2) i(-3) i(-4) i(-5) i(-6) i(-7) i(-8) (1-c(3)-c(4)-c(5)-c(6)-c(7)-c(8)-c(9)-c(10))*i(-9) Could someone help me with this proble...

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