EViews Help: tsls

nocinst	Do not automatically include a constant as an instrument.
w=arg	Weight series or expression. Note: we recommend that, absent a good reason, you employ the default settings Inverse std. dev. weights (“wtype=istdev”) with EViews default scaling (“wscale=eviews”) for backward compatibility with versions prior to EViews 7.
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.
cov=keyword	Covariance type (optional): “white” (White diagonal matrix), “hac” (Newey-West HAC), “cr” (cluster robust).
nodf	Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections. (For non-cluster robust methods).
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.
crtype=arg (default “cr1”)	Cluster robust weighting method: “cr0” (no finite sample correction), “cr1” (finite sample correction), when “cov=cr”.
crname=arg	Cluster robust series name, when “cov=cr”.
m=integer	Set maximum number of iterations.
c=scalar	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.
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.
coef=arg	Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector.
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.
z	Turn off backcasting in ARMA models.
prompt	Force the dialog to appear from within a program.
p	Print basic estimation results.

cx=arg	Cross-section effects. For fixed effects estimation, use “cx=f”; for random effects estimation, use “cx=r”.
per=arg	Period effects. For fixed effects estimation, use “cx=f”; for random effects estimation, use “cx=r”.
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”).
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 weights used in estimation with object, if applicable (by default, only small memory weights are saved).
rancalc=arg (default=“sa”)	Random component method: Swamy-Arora (“rancalc=sa”), Wansbeek-Kapteyn (“rancalc=wk”), Wallace-Hussain (“rancalc=wh”).
nodf	Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections.
iter=arg (default=“onec”)	Iteration control for GLS 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”). Note that random effects models currently do not permit weight iteration to convergence.
unbalsur	Compute SUR factorization in unbalanced data using the subset of available observations for a cluster.
coef=arg	Specify the name of the coefficient vector (if specified by list); the default is to use the “C” coefficient vector.
s	Use the current coefficient values in estimator coefficient vector as starting values for equations specified by list with AR 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	Set 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.
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.
prompt	Force the dialog to appear from within a program.
p	Print estimation results.