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estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 9:35 am
by YK_Econ
Hi,

When i estimate an equation with CFX and then click on representations it gives me the option of "estimation equation" it is the code, where each independent variable has the number of the coefficient in brackets. it looks like this: C(1)*LOG(CONS(-1)) and so forth.

unfortunately, it gives me a syntax error, when i copy and paste the code and want to do it again (via pressing run in a program). as this procedure works with equations where is no CFX it must be something with the CFX.

Code: Select all

DLOG(CONS) = C(1)*LOG(CONS(-1)) + C(2)*LOG(WS(-1)) + C(3)*LOG(Y(-1)) + C(4)*DLOG(Y) + C(5)*DLOG(WS) + C(6)*DLOG(Y(-1)) + C(7)*DLOG(Y(-2)) + C(8)*DLOG(Y(-3)) + C(9)*DLOG(Y(-4)) + C(10)*DLOG(Y(-5)) + C(11)*DLOG(Y(-6)) + C(12)*DLOG(Y(-7)) + C(13)*DLOG(Y(-8)) + C(14)*DLOG(WS(-1)) + C(15)*DLOG(WS(-2)) + C(16)*DLOG(WS(-3)) + C(17)*DLOG(WS(-4)) + C(18)*DLOG(WS(-5)) + C(19)*DLOG(WS(-6)) + C(20)*DLOG(WS(-7)) + C(21)*DLOG(WS(-8)) + C(22) + [CX=F]

i tried already putting a C(23)*[CX=F] but it didn't work either.

I am desperate
cheers
YK

Re: estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 9:38 am
by EViews Gareth
What are you trying to do?

Re: estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 9:49 am
by YK_Econ
i want to write this code this way, for two reasons: 1)t o be later able to add them up more easily, as it seems that it is easier to refer to specific coefs if you do it this way

this code:

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for !n=5 to 8 scalar lr_coef_c{!n} = 0 lr_coefc{!n} = lr_coefc{!n} + c{!n}@coef(c(1)/c(2)) next
2) i have 40 independent variables sometime, so it is easier to get the right coef when i want to refer to them.

Re: estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 9:50 am
by EViews Gareth
ok, so just don't include the CX=F bit at the end.

Re: estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 10:02 am
by YK_Econ
but i want to include country fixed effects ;)

Re: estimating CFX with the estimation equation

Posted: Thu Nov 05, 2015 10:03 am
by EViews Gareth