How to enter this equation into eViews 8.0?

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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LeonWalras
Posts: 17
Joined: Fri Mar 14, 2014 12:44 pm

How to enter this equation into eViews 8.0?

Postby LeonWalras » Mon Mar 17, 2014 8:17 am

Hello everyone,

I want to enter the attached equation into eViews 8.0 and I wanted to ask if I should treat the variables with "t-1" different from variables with "t" (for example, treating U_t different from U_(t-1))?

Furthermore, if I wanted to test H_0: γ_2 = -pγ_1 (where "_" indicates subscript) at 5% significance level, after having obtained an OLS estimate for the original equation, how would I do this in eViews 8.0?

Thank you again as always,
LW
Attachments
Equation III.JPG
Equation III.JPG (13.74 KiB) Viewed 4581 times

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

Re: How to enter this equation into eViews 8.0?

Postby EViews Gareth » Mon Mar 17, 2014 8:33 am

Code: Select all

log(jv) c log(u) log(u(-1)) log(jv(-1))
Then do a Wald test of:

Code: Select all

c(3)=-c(4)*c(2)

LeonWalras
Posts: 17
Joined: Fri Mar 14, 2014 12:44 pm

Re: How to enter this equation into eViews 8.0?

Postby LeonWalras » Mon Mar 17, 2014 11:06 pm

Thank you for your help Gareth, but eViews continues to tell me that there are an "insufficient number of observations". I have also tried alternative routes and it tells me that c is "illegal". How exactly do I get around this?

Leon

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: How to enter this equation into eViews 8.0?

Postby trubador » Tue Mar 18, 2014 2:49 am

How do you perform this? Where do you write this equation? Please provide detailed information as to what and how you are doing exactly, otherwise we are shooting in the dark.


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