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maximum number of coefficients in a system

Posted: Mon Nov 22, 2021 6:08 pm
by remuct
Hi,
I need to estimate a system of 33 equations using the SUR method. How many coefficients at most are allowed by Eviews? I have 24 coefficients per equation (this is because I have 8 coefficients for each equation that are to be estimated with 2 unknown common breakpoints - that is, over 3 sub-periods), and this makes 792 coefficients in all. This seems to be excessive because I have error messages.
Thank you for clarifying this.

Re: maximum number of coefficients in a system

Posted: Mon Nov 22, 2021 9:08 pm
by EViews Gareth
Use a coefficient vector other than C. C has a maximum of 740, but any other coefficient vector has practically unlimited size.

Re: maximum number of coefficients in a system

Posted: Fri Nov 26, 2021 7:53 am
by remuct
That's good news! Thanks a lot!

Re: maximum number of coefficients in a system

Posted: Tue Feb 27, 2024 11:34 am
by nmark@nd.edu
How do you do that? I mean use a coefficient vector other than c?
I tried this but it doesn't recognize the vector g.

vector (860) g
system sys_01

!j1 = 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
for %co AGO ALB ARE ARG AUS AUT BDI BEL BEN BFA BGD BGR BHS BLZ BOL BRA BRN BTN BWA CAF CAN CHE CHL CHN CIV CMR COD COG COL COM CPV CRI CUB CYP DEU DNK DOM DZA ECU EGY ESP ETH FIN FJI FRA GAB GBR GEO GHA GIN GMB GNB GNQ GRC GRL GTM GUY HND HTI IDN IND IRL IRN IRQ ISL ISR ITA JAM JOR JPN KEN KGZ KOR LAO LBN LKA LSO LUX MAR MDG MEX MLI MMR MNG MOZ MRT MWI MYS NAM NER NGA NIC NLD NOR NPL NZL OMN PAK PAN PER PHL PNG PRI PRT PRY RUS RWA SAU SDN SEN SLE SLV SUR SWE SWZ TCD TGO THA TJK TKM TTO TUN TUR TZA UGA UKR URY USA UZB VCT VEN VNM VUT WSM ZAF ZMB ZWE
series y{%co} = log(ypercap{%co})
series dy{%co} = y{%co} - y{%co}(-1)
sys_01.append 100*(y{%co}(hzn)-y{%co}(-1)) = g(!j1)*tempglob + g(!j2) *tempidio{%co} _
+ g(!j3)*tempglob(-1) + g(!j4)*dy{%co}(-1) + g(!j5)*dy{%co}(-2) + g(!j6)
!j1 = !j6 + 1
!j2 = !j1 + 1
!j3 = !j2 + 1
!j4 = !j3 + 1
!j5 = !j4 + 1
!j6 = !j5 + 1
next

Re: maximum number of coefficients in a system

Posted: Tue Feb 27, 2024 12:27 pm
by EViews Gareth
Use

Code: Select all

coef
instead of

Code: Select all

vector

Re: maximum number of coefficients in a system

Posted: Wed Feb 28, 2024 7:27 am
by nmark@nd.edu
Thank you!!!