estimate coefficients partially
Posted: Sun Nov 24, 2024 7:49 pm
Hi,
I have a system of equations, say,
y1 = c(1) + a(1)*x1 + a(2)*x2
y2 = c(2) + a(3)*x1 + a(4)*x2
The coefficients a(1) to a(4) are stored in a coefficient vector located in the workfile. These coefficients should not be re-estimated, only the coefficients c(1) and c(2) must be estimated. How can I instruct Eviews to prevent re-estimation of the coefficients a? I want to avoid explicitly writing out their numerical values since the coef vector a has a large dimension.
Thank you for your help
I have a system of equations, say,
y1 = c(1) + a(1)*x1 + a(2)*x2
y2 = c(2) + a(3)*x1 + a(4)*x2
The coefficients a(1) to a(4) are stored in a coefficient vector located in the workfile. These coefficients should not be re-estimated, only the coefficients c(1) and c(2) must be estimated. How can I instruct Eviews to prevent re-estimation of the coefficients a? I want to avoid explicitly writing out their numerical values since the coef vector a has a large dimension.
Thank you for your help