nocinst | Do not include automatically a constant as an instrument. |
method=keyword | Set the weight updating method. keyword should be one of the following: “nstep” (N-Step Iterative, or Sequential N-Step Iterative, default), “converge” (Iterate to Convergence or Sequential Iterate to Convergence), “simul” (Simultaneous Iterate to Convergence), “oneplusone” (One-Step Weights Plus One Iteration), or “cue” (Continuously Updating”. |
gmmiter=integer | Number of weight iterations. Only applicable if the “method=nstep” option is set. |
w=arg | Weight series or expression. |
wtype=arg (default=“istdev”) | Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”). |
wscale=arg | Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”). The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others. |
s | Use the current coefficient values in estimator coefficient vector as starting values for equations specified by list with AR or MA terms (see also
param). |
s=number | Determine starting values for equations specified by list with AR or MA terms. Specify a number between zero and one representing the fraction of TSLS estimates computed without AR or MA terms to be used. Note that out of range values are set to “s=1”. Specifying “s=0” initializes coefficients to zero. By default EViews uses “s=1”. Does not apply to coefficients for AR and MA terms which are instead set to EViews determined default values. |
m=integer | Maximum number of iterations. |
c=number | Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2. |
l=number | Set maximum number of iterations on the first-stage iteration to get the one-step weighting matrix. |
numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |
fastderiv / ‑fastderiv | [Do / do not] use fast derivative computation. If omitted, EViews will follow the global default. |
showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the estimation output. |
coef=arg | Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector. |
prompt | Force the dialog to appear from within a program. |
p | Print results. |
instwgt=keyword | Set the estimation weighting matrix type. Keyword should be one of the following: “tsls” (two-stage least squares), “white” (White diagonal matrix), “hac” (Newey-West HAC, default) or “user” (user defined). |
instwgtmat=name | Set the name of the user-defined estimation weighting matrix. Only applicable if the “instwgt=user” option is set. |
instlag=arg (default=1) | Whitening Lag specification: integer (user-specified lag value), “a” (automatic selection). |
instinfosel=arg (default=“aic”) | Information criterion for automatic whitening lag selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “instlag=a”). |
instmaxlag= integer | Maximum lag-length for automatic selection (optional) (if “instlag=a”). The default is an observation-based maximum of . |
instkern=arg (default=“bart”) | Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniell), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen). |
instbw=arg (default=“fixednw”) | Kernel Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth). |
instnwlag=integer | Newey-West lag-selection parameter for use in nonparametric bandwidth selection (if “instbw=neweywest”). |
instbwint | Use integer portion of bandwidth. |
cov=keyword | Covariance weighting matrix type (optional): “updated” (estimation updated), “tsls” (two-stage least squares), “white” (White diagonal matrix), “hac” (Newey-West HAC), “wind” (Windmeijer) or “user” (user defined). The default is to use the estimation weighting matrix. |
nodf | Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections. |
covwgtmat=name | Set the name of the user-definied covariance weighting matrix. Only applicable if the “covwgt=user” option is set. |
covlag=arg (default=1) | Whitening lag specification: integer (user-specified lag value), “a” (automatic selection). |
covinfosel=arg (default=”aic”) | Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”). |
covmaxlag=integer | Maximum lag-length for automatic selection (optional) (if “lag=a”). The default is an observation-based maximum of . |
covkern=arg (default=“bart”) | Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniel), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen). |
covbw=arg (default=“fixednw”) | Kernel Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth). |
covnwlag=integer | Newey-West lag-selection parameter for use in nonparametric kernel bandwidth selection (if “covbw=neweywest”). |
covbwint | Use integer portion of bandwidth. |
cx=arg | Cross-section effects method: (default) none, fixed effects estimation (“cx=f”), first-difference estimation (“cx=fd”), orthogonal deviation estimation (“cx=od”) |
per=arg | Period effects method: (default) none, fixed effects estimation (“per=f”). |
levelper | Period dummies always specified in levels (even if one of the transformation methods is used, “cx=fd” or “cx=od”). |
wgt=arg | GLS weighting: (default) none, cross-section system weights (“wgt=cxsur”), period system weights (“wgt=persur”), cross-section diagonal weighs (“wgt=cxdiag”), period diagonal weights (“wgt=perdiag”). |
gmm=arg | GMM weighting: 2SLS (“gmm=2sls”), White period system covariances (Arellano-Bond 2-step/n-step) (“gmm=perwhite”), White cross-section system (“gmm=cxwhite”), White diagonal (“gmm=stackedwhite”), Period system (“gmm=persur”), Cross-section system (“gmm=cxsur”), Period heteroskedastic (“cov=perdiag”), Cross-section heteroskedastic (“gmm=cxdiag”). By default, uses the identity matrix unless estimated with first difference transformation (“cx=fd”), in which case, uses (Arellano-Bond 1-step) difference weighting matrix. In this latter case, you should specify 2SLS weights (“gmm=2sls”) for Anderson-Hsiao estimation. |
cov=arg | Coefficient covariance method: (default) ordinary, White cross-section system robust (“cov=cxwhite”), White period system robust (“cov=perwhite”), White heteroskedasticity robust (“cov=stackedwhite”), Cross-section system robust/PCSE (“cov=cxsur”), Period system robust/PCSE (“cov=persur”), Cross-section heteroskedasticity robust/PCSE (“cov=cxdiag”), Period heteroskedasticity robust (“cov=perdiag”). |
keepwgts | Keep full set of GLS/GMM weights used in estimation with object, if applicable (by default, only weights which take up little memory are saved). |
coef=arg | Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector. |
iter=arg (default=“onec”) | Iteration control for GLS and GMM weighting specifications: perform one weight iteration, then iterate coefficients to convergence (“iter=onec”), iterate weights and coefficients simultaneously to convergence (“iter=sim”), iterate weights and coefficients sequentially to convergence (“iter=seq”), perform one weight iteration, then one coefficient step (“iter=oneb”). |
s | Use the current coefficient values in estimator coefficient vector as starting values for equations specified by list with AR or MA terms (see also
param). |
s=number | Determine starting values for equations specified by list with AR terms. Specify a number between zero and one representing the fraction of TSLS estimates computed without AR terms to be used. Note that out of range values are set to “s=1”. Specifying “s=0” initializes coefficients to zero. By default EViews uses “s=1”. Does not apply to coefficients for AR terms which are instead set to EViews determined default values. |
m=integer | Maximum number of iterations. |
c=number | Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2. |
l=number | Set maximum number of iterations on the first-stage iteration to get the one-step weighting matrix. |
unbalsur | Compute SUR factorization in unbalanced data using the subset of available observations for a cluster. |
numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |
fastderiv / ‑fastderiv | [Do / do not] use fast derivative computation. If omitted, EViews will follow the global default. |
showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the estimation output. |
p | Print results. |