EViews.com

Posted: **Tue Apr 14, 2020 10:39 am**

Hi,
I have the following three equation to be estimtaed via SUR.

y1=c(1)+c(2)*x1
y2=c(3)-c(4)*x21+c(5)*x22
y3=c(6)+c(7)*x31+c(8)*x32

I've estimated the system using SUR method, and now I want to impose restrictions on the coefficeints as follows:

Code: Select all

c(5)=c(8)
c(4)=c(7)=-c(5)/(1-c(1))

How do I pass these restrictions on to the SUR model?
Can anyone please help?

Posted: **Tue Apr 14, 2020 11:52 am**

Hi,
I have the following three equation to be estimtaed via SUR.

Code: Select all
y1=c(1)+c(2)*x1 y2=c(3)-c(4)*x21+c(5)*x22 y3=c(6)+c(7)*x31+c(8)*x32
I've estimated the system using SUR method, and now I want to impose restrictions on the coefficeints as follows:
Code: Select all
c(5)=c(8) c(4)=c(7)=-c(5)/(1-c(1))
How do I pass these restrictions on to the SUR model?
Can anyone please help?

Code: Select all

y1=c(1)+c(2)*x1
y2=c(3)-(-c(8)/(1-c(1)))*x21+c(8)*x22
y3=c(6)+(-c(8)/(1-c(1)))*x31+c(8)*x32

Posted: **Wed Apr 15, 2020 4:14 am**

Great, thanks.

EViews.com

Imposing coefficient restriction on SUR model

Imposing coefficient restriction on SUR model

Re: Imposing coefficient restriction on SUR model

Re: Imposing coefficient restriction on SUR model