Displaying 5 results from an estimated 5 matches for "haavelmo".
2017 Jul 13
0
Question on Simultaneous Equations & Forecasting
...um-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias.
Best wishes,
Bernhard
-----Urspr?ngliche Nachricht-----
Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von OseiBonsu, Frances
Gesendet: Mittwoch, 12. Juli 2017 22:36
An: r-help at r-project.org
Betreff: [EXT] [R] Question on Simultaneous Equations & Forecasting
Hell...
2017 Jul 13
2
Question on Simultaneous Equations & Forecasting
...um-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias.
>
> Best wishes,
> Bernhard
>
> -----Urspr?ngliche Nachricht-----
> Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von OseiBonsu, Frances
> Gesendet: Mittwoch, 12. Juli 2017 22:36
> An: r-help at r-project.org
> Betreff: [EXT] [R] Question on S...
2017 Jul 12
2
Question on Simultaneous Equations & Forecasting
Hello,
I have estimated a simultaneous equation model (similar to Klein's model) in R using the system.fit package.
I have an identity equation, along with three other equations. Do you know how to explicitly identify the identity equation in R?
I am also trying to forecast the dependent variables in the simultaneous equation model, while incorporating the identity equation in the
2017 Jul 13
0
Question on Simultaneous Equations & Forecasting
...um-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias.
>
> Best wishes,
> Bernhard
>
> -----Urspr?ngliche Nachricht-----
> Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von
> OseiBonsu, Frances
> Gesendet: Mittwoch, 12. Juli 2017 22:36
> An: r-help at r-project.org
> Betreff: [EXT] [R] Questio...
2017 Jul 13
1
Question on Simultaneous Equations & Forecasting
...um-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias.
>>
>> Best wishes,
>> Bernhard
>>
>> -----Urspr?ngliche Nachricht-----
>> Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von
>> OseiBonsu, Frances
>> Gesendet: Mittwoch, 12. Juli 2017 22:36
>> An: r-help at r-project...