Estimate equations of a model by ols with t-distributed errors
[model2,rolst1,...,rolstn]=olstmod(model,tsmat,indeq,arg1,...,argn)
* model = a model tlist
* tsmat = a tsmat containing all data needed for estimating the equation (should be the tsmat associated to the model, created by function create_dbmod)
* indeq =
- a string, the name of the equation to estimate or the keyword 'all' (to estimate all equations)
- or an integer, the index of the equation in the model
* arg1,...,argn = optional arguments:
- 'noprint' if the user does not want to print the result (default: results are displayed on screen)
- 'save=%t' if the user wants to save the estimated coefficients in the model tlist
- the string 'maxit=xx' if the user wants to set the maximum # of iterations to xx (default=500)
- the string 'crit=xx' if the user wants to set the convergence criterion to xx (default=1e-8)
* model2 = the model tlist, with the estimated coefficients if the option save has been swtiched to %t
* rolst1,...,rolstn = a variable number of olst results tlists, each one corresponding to the results of the corresponding estimated equation
global GROCERDIR; // load the model small: load(GROCERDIR+'data\small.dat') // load the database small_db: load(GROCERDIR+'data\small_db.dat') // set the bounds: bounds('1990q1','2005q4'); // estimate by ols with t-distributed errors the equation td_p3m_d1, save the estimated coefficients in the small model tlist // and store into tlist rp3m_d1 the whole estimation results: [small,rp3m_d1]=olstmod(small,small_db,'td_p3m_d1','save=%t') |  |  |