Regressor group?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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farrel
Posts: 111
Joined: Thu Sep 18, 2008 11:13 pm

Regressor group?

Postby farrel » Tue Sep 07, 2010 12:23 am

Situation is following:
1) I run standard equation in dlogs using short notation:
dlog(y_2010m08_sa) c dlog(mds3_ind)
2) I make regressor group. everything is clear, variables are: DLOG(Y_2010M08_SA) DLOG(MDS3_IND)

but if I run the same equation in dlogs using long notation:
dlog(y_2010m08_sa) = c(1) + c(2) * dlog(mds3_ind)
Regressor group are with variables: DLOG(Y_2010M08_SA) MDS3_IND MDS3_IND(-1)

Actually this is no huge problem, but I wonder why this is so?? Anybody can explain me? I think it's might be a bit confusing sometimes

P.S. yea, i use eviews 7.1

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Regressor group?

Postby EViews Gareth » Tue Sep 07, 2010 12:47 am

When you express an equation by list (short method as you call it) there is no question as to what the regressors are. When you express an equation by expression, the equation could be highly nonlinear and figuring out the "regressors" is more complicated. Thus EViews just adds the underlying data series.


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