Search found 5 matches

by osnola
Tue Jan 14, 2014 9:34 am
Forum: Programming
Topic: Code with millions of estimations
Replies: 1
Views: 2041

Code with millions of estimations

Hello. I'm working with Eviews 7 and 8 in differents machines. We are running a code that realize a million of estimations, trying with differents combinations of lags of variables. The program takes a long time to run and the computer becomes a bit slow. So i want to know how to modify the 'Advance...
by osnola
Mon Jan 13, 2014 3:33 pm
Forum: Estimation
Topic: GMM Error "Order condition violated-Insufficient instrumens"
Replies: 6
Views: 10724

Re: GMM Error "Order condition violated-Insufficient instrum

It has been a great help. Greetings and thank you very much.
by osnola
Mon Jan 13, 2014 3:14 pm
Forum: Estimation
Topic: GMM Error "Order condition violated-Insufficient instrumens"
Replies: 6
Views: 10724

Re: GMM Error "Order condition violated-Insufficient instrum

OK, but then the error message is incorrect, didn't?
There are a problem with set of instruments but isn't this "Order Condition Violated - Insufficient Instruments".
Thank you
by osnola
Mon Jan 13, 2014 1:01 pm
Forum: Estimation
Topic: GMM Error "Order condition violated-Insufficient instrumens"
Replies: 6
Views: 10724

Re: GMM Error "Order condition violated-Insufficient instrum

Hello, here are more specific details and the Workfile in Eviews 8. Specification: GMM(METHOD=CONVERGE,INSTWGT=HAC,NOCINST) INF=C(1)*INF(1)+C(2)*GAP+C(3)*PT+(1-C(1)-C(3))*INF(-1)+C(4)*D2010M1 1) So, with this instruments order i can't estimate, because Eviews send me the error "Order condition ...
by osnola
Mon Jan 13, 2014 12:05 pm
Forum: Estimation
Topic: GMM Error "Order condition violated-Insufficient instrumens"
Replies: 6
Views: 10724

GMM Error "Order condition violated-Insufficient instrumens"

Hello. Please help me with this problem. I'm estimating a equation with 4 coefficients using GMM [with the following options: (1) HAC (Newey-West); (2) Iterate to Convergence;] and using 7 instrumens (in especific i'm using lags of variables like instruments). I have more instruments that coeficient...

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