Disequilibrium Models with FIML

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Umit
Posts: 1
Joined: Mon Aug 02, 2010 9:10 am

Disequilibrium Models with FIML

Postby Umit » Mon Aug 02, 2010 9:53 am

Hi to everyone.

I have a disequilibrium model for loan market. I have written demand and supply functions. The loans during a period is equal to supply or demand which one is smaller. The literature tells me that if i use full information maximum likelihood, the model shows me each observation belongs to demand or supply function. My equations are like these:

Lst=F(a,b,c,...)

Ldt=F(x,y,z,...)

Lt=min(Lst,ldt)

How will i write these equations to Eviews? I have examined all of the books in literatüre and Eviews user guide, but i haven't found what i am searching. If somebody can help me, i will be grateful.

Best regards,
Ümit.

Note: I know writing equations, but my equations are some different. Because, the dependent variables are not definite and they will be determined by FIML as i wrote above.

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests