3SLS with unbalanced data
Posted: 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.