how to auto-update starting values in a loop?
Posted: Sun May 16, 2010 12:01 pm
Hello everybody!
I am new in the forum so please excuse me if this topic was already covered by somebody else but I couldn't find it..
My question is the following: do you know if there is a method in Eviews to auto-update the starting parameters in a system estimation?
I make myself clearer: I want to write a loop where I constrain the starting values of each iteration to be estimated parameters of the system in the previous iteration, HOW CAN I DO THAT? as far as I know the "sys.append param" command allows only for numbers to be written as starting values, while I would like to tell the program to use as starting values the parameters which I stored in a vector from previous estimation...
Can somebody help??
Thanks in advance :)
I am new in the forum so please excuse me if this topic was already covered by somebody else but I couldn't find it..
My question is the following: do you know if there is a method in Eviews to auto-update the starting parameters in a system estimation?
I make myself clearer: I want to write a loop where I constrain the starting values of each iteration to be estimated parameters of the system in the previous iteration, HOW CAN I DO THAT? as far as I know the "sys.append param" command allows only for numbers to be written as starting values, while I would like to tell the program to use as starting values the parameters which I stored in a vector from previous estimation...
Can somebody help??
Thanks in advance :)