Disequilibrium Models with FIML
Posted: 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.
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.