3SLS with unbalanced data

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Skyinthesea
Posts: 2
Joined: Wed Jul 15, 2009 8:49 pm

3SLS with unbalanced data

Postby Skyinthesea » Wed Jul 15, 2009 9:16 pm

I want to know how eviews deals with unbalanced data in 3SLS,the help topic eviews offerring is too general, it only offers the balanced case,but not the unbalanced data case.Now I have got the S^(a matrix you konw,from TSLS),but Icound not deals with unbalanced data to get X(X'X)X',Z,Z' and so on. I use the method in Zellner and Theil,but don't get the same result compare to eviews 6.0 or 3.1.
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