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Eview Command

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3 views

Eview Command

Uploaded by

yade ahmed
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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3SLS Command For SEM

rgdp=c(1)+c(2)*INF+c(3)*exr+c(4)*inv+c(5)*gds
exr=c(6)+c(7)*rgdp+c(8)*inf+c(9)*ms+c(10)*inv+c(11)*top
inf=c(12)+c(13)*rgdp+c(14)*exr+c(15)*ms+c(16)*int+c(17)*ge
inst c ms top inv gds int ge

Dependent Variable: RGDP


Method: Two-Stage Least Squares
Date: 08/02/22 Time: 00:22
Sample: 1991 2021
Included observations: 31
White heteroskedasticity-consistent standard errors & covariance
Instrument specification: INV GDS MS INT TOP GE

Variable Coefficient Std. Error t-Statistic Prob.

INF 0.063646 0.120520 0.528094 0.6017


EXR -0.385484 0.149562 -2.577416 0.0157
INV 0.173563 0.196480 0.883364 0.3848
GDS 0.535790 0.351728 1.523307 0.1393

R-squared 0.185620 Mean dependent var 7.184312


Adjusted R-squared 0.095133 S.D. dependent var 5.461133
S.E. of regression 5.194875 Sum squared resid 728.6417
Durbin-Watson stat 1.433249 J-statistic 1.397488
Instrument rank 6 Prob(J-statistic) 0.497209
System: UNTITLED
Estimation Method: Three-Stage Least Squares
Date: 09/13/22 Time: 00:30
Sample: 1990 2020
Included observations: 31
Total system (balanced) observations 93
Linear estimation after one-step weighting matrix

Coefficient Std. Error t-Statistic Prob.

C(1) -9.706657 4.648816 -2.087985 0.0401


C(2) 0.009599 0.107992 0.088890 0.9294
C(3) -1.177829 0.466895 -2.522688 0.0137
C(4) 0.523207 0.250319 2.090161 0.0399
C(5) 1.308648 0.550654 2.376534 0.0200
C(6) 4.909154 6.981716 0.703144 0.4841
C(7) 1.022378 0.551712 1.853099 0.0677
C(8) 0.239541 0.118423 2.022749 0.0466
C(9) 0.072643 0.156404 0.464453 0.6437
C(10) 0.677084 0.142647 4.746582 0.0000
C(11) -0.599906 0.193012 -3.108122 0.0026
C(12) 22.03033 11.60792 1.897871 0.0615
C(13) 0.803344 0.582866 1.378265 0.1722
C(14) -0.242196 0.297708 -0.813538 0.4185
C(15) -0.200892 0.372088 -0.539904 0.5908
C(16) -0.930950 0.191804 -4.853663 0.0000
C(17) -0.309293 0.708690 -0.436430 0.6638

Determinant residual covariance 36592.39

Equation: RGDP=C(1)+C(2)*INF+C(3)*EXR+C(4)*INV+C(5)*GDS
Instruments: C MS TOP INV GDS INT GE
Observations: 31
R-squared 0.173005 Mean dependent var 7.090327
Adjusted R-squared 0.045775 S.D. dependent var 5.513417
S.E. of regression 5.385751 Sum squared resid 754.1643
Durbin-Watson stat 1.701297

Equation: EXR=C(6)+C(7)*RGDP+C(8)*INF+C(9)*MS+C(10)*INV+C(11)
*TOP
Instruments: C MS TOP INV GDS INT GE
Observations: 31
R-squared 0.644808 Mean dependent var 12.47413
Adjusted R-squared 0.573770 S.D. dependent var 8.421016
S.E. of regression 5.497768 Sum squared resid 755.6364
Durbin-Watson stat 1.779592

Equation: INF=C(12)+C(13)*RGDP+C(14)*EXR+C(15)*MS+C(16)*INT
+C(17)*GE
Instruments: C MS TOP INV GDS INT GE
Observations: 31
R-squared 0.335878 Mean dependent var 11.02692
Adjusted R-squared 0.203054 S.D. dependent var 11.42091
S.E. of regression 10.19566 Sum squared resid 2598.787
Durbin-Watson stat 2.052554

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