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How to enter this equation into eViews 8.0?

Posted: Mon Mar 17, 2014 8:17 am
by LeonWalras
Hello everyone,

I want to enter the attached equation into eViews 8.0 and I wanted to ask if I should treat the variables with "t-1" different from variables with "t" (for example, treating U_t different from U_(t-1))?

Furthermore, if I wanted to test H_0: γ_2 = -pγ_1 (where "_" indicates subscript) at 5% significance level, after having obtained an OLS estimate for the original equation, how would I do this in eViews 8.0?

Thank you again as always,
LW

Re: How to enter this equation into eViews 8.0?

Posted: Mon Mar 17, 2014 8:33 am
by EViews Gareth

Code: Select all

log(jv) c log(u) log(u(-1)) log(jv(-1))
Then do a Wald test of:

Code: Select all

c(3)=-c(4)*c(2)

Re: How to enter this equation into eViews 8.0?

Posted: Mon Mar 17, 2014 11:06 pm
by LeonWalras
Thank you for your help Gareth, but eViews continues to tell me that there are an "insufficient number of observations". I have also tried alternative routes and it tells me that c is "illegal". How exactly do I get around this?

Leon

Re: How to enter this equation into eViews 8.0?

Posted: Tue Mar 18, 2014 2:49 am
by trubador
How do you perform this? Where do you write this equation? Please provide detailed information as to what and how you are doing exactly, otherwise we are shooting in the dark.