Hello,
I am trying to estimate a simultaneous system of equations. Eviews help states that equations in your system should be behavioral equations. This means that the equations should be in reduced form or in structural form?
Thanks in advance.
Fotis
Estimation of Simultaneous System of Equations
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fkalantzis
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Re: Estimation of Simultaneous System of Equations
Hi, I have a similar problem. I would like to estimate a system of equations where the error term of one of the equations turns out to be a regressor in another equation. And, can anyone tell me how do we tell eviews that one of the equations is actually a nonlinear restriction???
Thanks!!!
Thanks!!!
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Estimation of Simultaneous System of Equations
Suppose that the equation with the relevant error term isHi, I have a similar problem. I would like to estimate a system of equations where the error term of one of the equations turns out to be a regressor in another equation. And, can anyone tell me how do we tell eviews that one of the equations is actually a nonlinear restriction???
Thanks!!!
y=c(1)+c(2)*x+ e
You can write the two equations as
y=c(1)+c(2)*x
q = c(3) +c(4)*(y-c(1)-c(2)*x)
in a system
Re: Estimation of Simultaneous System of Equations
Hi
I want to estimate two equations simultaneously
One of them is linear but the other one is Logit regression
How can I do this?
Thanks
I want to estimate two equations simultaneously
One of them is linear but the other one is Logit regression
How can I do this?
Thanks
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