EViews.com

Looking at the book Structural econometric modelling: Methodology and tools with applications under EViews, by Jean-Louis Brillet, i noticed that he has made a program that allows for switching the endogenous/exogenous status of the variables in a model. This procedure is for example included in Troll. Will you provide a built-in feature that allows the switching of endogenous and exogenous variables in the future?
sincerely
Thomas von Brasch

I'm not sure I understand exactly what you're asking.

You can turn any endogenous variable in a model into an exogenous variable by 'excluding' it from the model solution. This will remove the variable and its associated equation from the model, making the variable exogenous.

There is a different issue, which is how EViews chooses which variables are the endogenous variables of the model to begin with. It currently does this by using the first variable that appears within each equation, which you can fool by putting in artificial terms at the beginning of the equation. eg if the equation is:

y = 4*x + .2*y

with 'y' as the endogenous variable, you can change it to:

0*x + y = 4*x + .2*y

to make 'x' the endogenous variable.

We've considered changing things to allow a different way of specifying the list of endogenous variables, but the problem we have is that the current EViews interface tightly couples each equation with a particular variable. It would be a fairly significant modification to change this.

Is it this latter issue that you're referring to?

Chris

Yes, it was the latter issue i was thinking about.

Thanks for your reply.
Thomas