Restricting coefficients to be equal across subsamples
Posted: Thu Jan 28, 2010 9:42 am
Hi everybody,
I must say I am relatively new to using Eviews. For my current problem I already spent days looking at books and the help pages.. just don't know how to do it or whether it is possible at all.
What I want to do is multigroup analysis. I need to constrain one or more coefficients of an equation to be equal across subsamples. That probably means this requires to estimate the very same equation on two groups (two subsamples) simultaneously for setting the equality restrictions?
How can this be done precisely? I mean which object should I choose, how can I assign the samples to that equation and impose equality contraints?
Many thanks in advance!
Sebastian
I must say I am relatively new to using Eviews. For my current problem I already spent days looking at books and the help pages.. just don't know how to do it or whether it is possible at all.
What I want to do is multigroup analysis. I need to constrain one or more coefficients of an equation to be equal across subsamples. That probably means this requires to estimate the very same equation on two groups (two subsamples) simultaneously for setting the equality restrictions?
How can this be done precisely? I mean which object should I choose, how can I assign the samples to that equation and impose equality contraints?
Many thanks in advance!
Sebastian