system equations from different (sub)samples

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wolf
Posts: 1
Joined: Wed Jul 03, 2013 3:31 am

system equations from different (sub)samples

Postby wolf » Wed Jul 03, 2013 3:36 am

I am looking to model a system of equations for different subsamples, e.g.
R=c(0)+c(1)*var1+c(2)*var2+u1 in year 1
R=c(3)+c(4)*var1+c(5)*var2+u2 in year 2
etc. etc. for years 3-9

and test/impose interequation restrictions on the values of the coefficients; is there anyway this can be done in a system rather than in an extremely large single equation with a lot of interaction terms?

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

Re: system equations from different (sub)samples

Postby EViews Gareth » Wed Jul 03, 2013 7:51 am

No, each equation in a system requires the same sample.


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