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What is the step to conduct simultaneous equattion in eview7

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What is the step to conduct simultaneous equattion in eview7

Posted: Sun Nov 08, 2015 9:22 am
by szengaiyu
The model:
UA= α0+α1UBt+α2(πA-πB)+ε
UB= β0+β1UAt+β2(πB-πA)+ε

The two equations are simultaneous. What is the correct step to run the regression simultaneous in eview7

Thx a lot!

Re: What is the step to conduct simultaneous equattion in ev

Posted: Sun Nov 08, 2015 9:37 am
by startz
The model:
UA= α0+α1UBt+α2(πA-πB)+ε
UB= β0+β1UAt+β2(πB-πA)+ε

The two equations are simultaneous. What is the correct step to run the regression simultaneous in eview7

Thx a lot!
In general, you want the tsls command or to use a system.

However, the equations as posted are not identified and cannot be consistently estimated. Nothing to do with software.
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