Re: [Gretl-users] Eviews model to GRETL system
On Wed, 21 Apr 2010, Erhan Azrai wrote:
I am having trouble to convert a piece eviews code below to gretl
system. The code is used to solve an OLG model of 8 simultaneous
equations. Can it even be done? Thank you.
model mv20den
'equations for the model = 8 simultaneous equations
'Equation 1 : gamma_EA ~human capital accumulation
mv20den.append gamma_EA = (A_9 * (z_tilde ^ (-nu_3))) - 1
'Equation 2 : gamma_M ~growth accumulation
mv20den.append gamma_M = A_12 * (z_tilde ^ (1 -phi_2) ) * chi_tilde * phi_tilde
'Equation 3 : z2 ~
mv20den.append z2 = A_12 * (z_tilde ^ (1 -phi_2) ) * chi_tilde * phi_tilde
At present gretl's "system" command does not support systems of
nonlinear equations. The most promising option in gretl may be to
use gmm, since you can specify multiple orthogonality conditions
and are not limited to linear specifications.
Allin Cottrell