Name

explosys — Transformation of sur equations

CALLING SEQUENCE

[x,y,boundsvarb,prests,listcoef,namey,ncoefeqs]=explosys(namecoef,specara,speccarb,arg1,…,argn)

PARAMETERS

Input

• namecoef = column vector of coefficients name

• speccara = column vector of characters that must be found after the name of a coefficient

• speccarb = column vector of characters that must befound after the name of a coefficient

• argi = an equation containing the coefficients named in namecoef or 'unbal' for un unabalanced panel in a sur estimation (in that case must be in the first position)

Output

• x = (nobs x k) matrix of exogenous variables in the complete model

• y = (nobs x 1) vector of endogenous variables in the complete model

• boundsvarb = bounds (if any) of the regression

• prests = a boolean indicating the presence or absence of ts in the regressions

• listcoef = list of indexes of the coefficients in each equation

• namey = column vector of the names of the endogenous variables

• ncoefeqs = column vector of the # of coefficients in each equation

DESCRIPTION

From a series of equations retrieve the matrix of exogenous variables, taking into acount the constraints (if any) imposed on the coefficients; the equations must be linear in the coefficients.

EXAMPLE

[x,y,grocer_boundsvarb,grocer_prests,listcoef,namey,ncoefeqs]=…
explosys(grocer_namecoef,grocer_speccara,grocer_speccarb,varargin(:))
 
This example is taken from sur. 

               

AUTHOR

Eric Dubois 2002-2006