CES function
Posted: Mon Apr 27, 2020 5:29 am
Hello,
I have estimated the following nested CES function together with its FOCs.
where, rho is the estimated parameter from which the elasticity of substitution sigma is computed as
Now I wonder how I could calculate the standard error of sigma for hypothesis testing on sigma. STATA appears to have a procedure for doing this, but I prefer using Eviews. Can anyone please help?
I have estimated the following nested CES function together with its FOCs.
- ces.png (3.03 KiB) Viewed 4221 times
- ces1.png (714 Bytes) Viewed 4221 times
Now I wonder how I could calculate the standard error of sigma for hypothesis testing on sigma. STATA appears to have a procedure for doing this, but I prefer using Eviews. Can anyone please help?