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taylor
2012 May 09
0
How to run this model using nonlinear least square in R.
http://r.789695.n4.nabble.com/file/n4619404/pic1.jpg
cesres_ext <- nls(lnGDP85~ intercept + (alpha/(1-alpha-beta)) *
lns_ikonngdelta + (beta/(1-alpha-beta)) * lns_ihonngdelta + 0.5 *
((sigma-1)/sigma) * (1/((1-alpha-beta)*(1-alpha-beta))) * (alpha * taylor1 +
beta * taylor2 - alpha*beta*taylor3) ,start = list(intercept=8, alpha=0.2,
beta=0.4, sigma=1.2),data=data)
I have this model. I use the command above in R, and it gives me a desirable
result. It gives me implied alpha, implied beta, and implied xicma just
fine.
However next I have to run another model, which is pretty much similar...