Ejercicio 15.4 - Judge, Pag 660 System: MC3E Estimation Method

ECONOMETRIA 2 - ECON 3301 - SEMESTRE II - 08
Profesor: Ramón Rosales; rrosales@uniandes.edu.co
Profesor Taller: William Delgado; w-delgad@uniandes.edu.co
Profesor Taller: Juan Carlos Vasquez; jvasquez@uniandes.edu.co
Profesor Taller: Diego Marino; dmarino@uniandes.edu.co
Monitor: Alejandro Urrego; j-urrego@uniandes.edu.co
Monitor: Juan Sebastián Sánchez; jua-sanc@uniandes.edu.co
Monitor: Francisco Correa; fr-corre@uniandes.edu.co
Monitor: Carlos Morales; and-mora@uniandes.edu.co
EJC 10 B: MINIMOS CUADRADOS EN TRES ETAPAS - Eviews
Ejercicio 15.4 - Judge, Pag 660
System: MC3E
Estimation Method: Three-Stage Least Squares
Date: 08/29/08 Time: 15:20
Sample: 1 20
Instruments: X2 X3 X4 X5 C
Coefficient
Std. Error
C(1)
-63.116145
25.760205
C(2)
-9.640965
1.751683
C(3)
2.446697
0.279584
C(4)
39.208588
0.772632
C(5)
0.198939
0.002224
C(6)
-3.747980
0.322986
C(7)
-6.139364
0.304588
C(8)
1.543914
0.100502
C(9)
-11.869018
6.277135
C(10)
2.223697
0.340035
C(11)
75.888057
6.292314
C(12)
4.666784
0.413069
Determinant residual covariance
86.1047087
t-Statistic
-2.450141
-5.503829
8.751192
50.746814
89.435327
-11.604167
-20.156313
15.362024
-1.890834
6.539608
12.060438
11.297836
Prob.
0.017977
0.000001 Ecuación 1
0.000000
0.000000
0.000000
0.000000 Ecuación 2
0.000000
0.000000
0.064691
0.000000 Ecuación 3
0.000000
0.000000
Equation: Y1=C(1)+C(2)*Y2+C(3)*Y3
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.994492 Mean dependent var
640.913000
Adjusted R-squared
0.993844 S.D. dependent var
225.746506
S.E. of regression
17.712361 Sum squared resid
5333.371161
Durbin-Watson stat
1.568485
Equation: Y2=C(4)+C(5)*Y1+C(6)*X2+C(7)*X3+C(8)*X4
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.999375 Mean dependent var
156.536500
Adjusted R-squared
0.999208 S.D. dependent var
39.468057
S.E. of regression
1.110820 Sum squared resid
18.508818
Durbin-Watson stat
1.495382
Equation: Y3=C(9)+C(10)*Y2+C(11)*X2+C(12)*X5
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.999671 Mean dependent var
904.563000
Adjusted R-squared
0.999610 S.D. dependent var
247.161572
S.E. of regression
4.882223 Sum squared resid
381.377565
Durbin-Watson stat
1.617903
1 de 1