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system non-linear least squares

Posted: Thu Oct 10, 2019 8:37 am
by londonphd
Hello,

Is there n eviews code for non-linear regression modelling? I am specifically looking for system non-linear least squares (NLSYSTEM) regression modelling code. I read that I could do this in RATs but I do not have access to RATs software.

Re: system non-linear least squares

Posted: Thu Oct 10, 2019 8:50 am
by startz
The ls command does single equation nonlinear. System is used for systems of nonlinear equations.

Re: system non-linear least squares

Posted: Thu Oct 10, 2019 8:57 am
by londonphd
Yes, I would like to estimate a system of non-linear equations, is this possible in Eviews?
Thanks.

Re: system non-linear least squares

Posted: Thu Oct 10, 2019 9:02 am
by startz
Yes. It's pretty easy. You define an EViews object called a System and then push the estimate button.

Re: system non-linear least squares

Posted: Fri Oct 11, 2019 2:21 am
by londonphd
Thank you, I will post questions if I face issues in estimating the models, hope you do not mind sparing a few minutes to answer them.