duplicating tsp results
Posted: Thu May 13, 2010 5:43 am
hello,
I've been given TSP output for single equation estimation, and I'm duplicating it in EViews 6. The first equation is simple tsls, and I duplicated the coefficient estimates perfectly in EViews. However, the TSP Durbin Watson statistic is .74, and EViews is .69. Any idea what's going on there?
Then there's another equation that is the same as the first equation, but it is an AR(1) error specification, and many of the coefficients are off by ~1 or ~2 percent. Could this be a difference between EViews and TSP computation or am I looking for some other culprit?
Jason
I've been given TSP output for single equation estimation, and I'm duplicating it in EViews 6. The first equation is simple tsls, and I duplicated the coefficient estimates perfectly in EViews. However, the TSP Durbin Watson statistic is .74, and EViews is .69. Any idea what's going on there?
Then there's another equation that is the same as the first equation, but it is an AR(1) error specification, and many of the coefficients are off by ~1 or ~2 percent. Could this be a difference between EViews and TSP computation or am I looking for some other culprit?
Jason