Search found 4 matches

by shengyang
Tue Jul 17, 2018 8:14 pm
Forum: Looking for Code?
Topic: Blundell and Bond(1998) panel system GMM
Replies: 7
Views: 15626

Re: Blundell and Bond(1998) panel system GMM

Hi Tom,

Would you give an example on how to set up separate sets of instrumental variables for simultaneous equations. Thank you so much for your help!
by shengyang
Sat Jul 25, 2015 9:27 am
Forum: Examples and Sample Code
Topic: Bjornland-Leitemo JME 2009
Replies: 17
Views: 114155

Re: Bjornland-Leitemo JME 2009

SR and LR matrices are as follows; if the LR restriction is removed, the error message will change to "## MAT5. Needed Matrix with Dimensions 7 x 1, Got 5 x 1 Instead" input lr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . input sr . 0 0 ...
by shengyang
Sat Jul 25, 2015 1:56 am
Forum: Examples and Sample Code
Topic: Bjornland-Leitemo JME 2009
Replies: 17
Views: 114155

Re: Bjornland-Leitemo JME 2009

I revised the program by expanding to 7-variable matrix. However, it keeps showing an error "ShortAndLong failed to converge to a solution". I greatly appreciate if you could give me some advices.

Thanks
by shengyang
Mon Sep 10, 2012 1:18 pm
Forum: Help With Programming
Topic: Ordered Logit Model with Endogenous Explanatary Variable
Replies: 0
Views: 4114

Ordered Logit Model with Endogenous Explanatary Variable

I greatly appreciate if someone could provide me with an advice on how to write an FRML for a log-likelihood function consisted of a simultaneous model of ordered logit and structure equations. The model is a testing of how consumer expenditure is affected by consumer preferences, and the preference...