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Estimation of Simultaneous System of Equations
Posted: Mon Jan 26, 2009 1:42 pm
by fkalantzis
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
Re: Estimation of Simultaneous System of Equations
Posted: Fri Jan 30, 2009 6:38 pm
by jfgeli
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!!!
Re: Estimation of Simultaneous System of Equations
Posted: Fri Jan 30, 2009 7:28 pm
by startz
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!!!
Suppose that the equation with the relevant error term is
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
Posted: Tue Nov 24, 2015 8:23 am
by mope
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