Conditional estimate
Posted: Mon Oct 05, 2015 11:12 am
I'm trying to estimate a model with conditions, I have series y and series x available,
the model is simply y = a + bx + error term
There are two conditions:
1) y = a + bx when x >= 0
2) y = - (a + bx) when x < 0 which is basically y = -y when x <0
How do I get that conditional estimate in eviews? What are the commands?
the model is simply y = a + bx + error term
There are two conditions:
1) y = a + bx when x >= 0
2) y = - (a + bx) when x < 0 which is basically y = -y when x <0
How do I get that conditional estimate in eviews? What are the commands?