Triangular Model

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Lynn
Posts: 2
Joined: Sat Mar 06, 2010 2:43 am

Triangular Model

Postby Lynn » Sat Mar 06, 2010 3:06 am

Good morning,

I have to estimate the bivariate triangular model that I attached as jpg.

Actually I don't have any idea how to start to estimate this in EViews.

I'm very thankful for any kind of help.
Attachments
Table 3 - Gleichung.JPG
Equations that appear on top of an estimation output
Table 3 - Gleichung.JPG (4.45 KiB) Viewed 1807 times
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Lynn
Posts: 2
Joined: Sat Mar 06, 2010 2:43 am

Re: Triangular Model

Postby Lynn » Sun Mar 07, 2010 4:16 am

Do I have to estimate

u(ft)=f(t)-s(t)-µ

and

u(st)=Δs(t)

and then estimate a VAR for u(ft) and u(st)?
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