Estimation of Simultaneous System of Equations

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.

Moderators: EViews Gareth, EViews Moderator

fkalantzis
Posts: 1
Joined: Thu Jan 22, 2009 12:41 am

Estimation of Simultaneous System of Equations

Postby fkalantzis » Mon Jan 26, 2009 1:42 pm

Hello,

I am trying to estimate a simultaneous system of equations. Eviews help states that equations in your system should be behavioral equations. This means that the equations should be in reduced form or in structural form?

Thanks in advance.

Fotis

jfgeli
Posts: 72
Joined: Fri Jan 30, 2009 6:29 pm

Re: Estimation of Simultaneous System of Equations

Postby jfgeli » Fri Jan 30, 2009 6:38 pm

Hi, I have a similar problem. I would like to estimate a system of equations where the error term of one of the equations turns out to be a regressor in another equation. And, can anyone tell me how do we tell eviews that one of the equations is actually a nonlinear restriction???

Thanks!!!

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Estimation of Simultaneous System of Equations

Postby startz » Fri Jan 30, 2009 7:28 pm

Hi, I have a similar problem. I would like to estimate a system of equations where the error term of one of the equations turns out to be a regressor in another equation. And, can anyone tell me how do we tell eviews that one of the equations is actually a nonlinear restriction???

Thanks!!!
Suppose that the equation with the relevant error term is
y=c(1)+c(2)*x+ e

You can write the two equations as

y=c(1)+c(2)*x
q = c(3) +c(4)*(y-c(1)-c(2)*x)

in a system

mope
Posts: 1
Joined: Tue Nov 24, 2015 8:18 am

Re: Estimation of Simultaneous System of Equations

Postby mope » Tue Nov 24, 2015 8:23 am

Hi
I want to estimate two equations simultaneously
One of them is linear but the other one is Logit regression
How can I do this?
Thanks


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests