Using equation residuals dynamically ??
Posted: Sun Nov 06, 2011 11:28 am
In the context of a multi-equation model, I would like to be able to write an equation specification which uses equation residuals dynamically - i.e., looks something like
"equation eq2.ls dlog(y) dlog(x) eq1.resid(-1)"
so that if the specification of eq1 changes, the residual used in eq2 is automatically updated (i.e., without having to use "eq1.makeresids" to construct the residual)
I have been unable to find how to do this. If it is possible, could someone tell me how?
Thanks and regards
Donihue
"equation eq2.ls dlog(y) dlog(x) eq1.resid(-1)"
so that if the specification of eq1 changes, the residual used in eq2 is automatically updated (i.e., without having to use "eq1.makeresids" to construct the residual)
I have been unable to find how to do this. If it is possible, could someone tell me how?
Thanks and regards
Donihue