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Table Of Contents

Overview
Getting Started
Nonlinear Regression Analysis
Nonlinear Systems Regression
General Form Models
Solving Simultaneous Nonlinear Equation Systems
Monte Carlo Simulation
Syntax
Functional Summary
PROC MODEL Statement
BOUNDS Statement
BY Statement
CONTROL Statement
ENDOGENOUS Statement
ESTIMATE Statement
EXOGENOUS Statement
FIT Statement
ID Statement
INCLUDE Statement
INSTRUMENTS Statement
LABEL Statement
OUTVARS Statement
PARAMETERS Statement
RANGE Statement
RESET Statement
RESTRICT Statement
SOLVE Statement
TEST Statement
VAR Statement
WEIGHT Statement
Estimation Details
Estimation Methods
Minimization Methods
Convergence Criteria
Troubleshooting Convergence Problems
Iteration History
Computer Resource Requirements
Testing for Normality
Heteroscedasticity
Transformation of Error Terms
Error Covariance Structure Specification
Ordinary Differential Equations
Restrictions and Bounds on Parameters
Tests on Parameters
Hausman Specification Test
Chow Tests
Profile Likelihood Confidence Intervals
Choice of Instruments
Autoregressive Moving Average Error Processes
Distributed Lag Models and the %PDL Macro
Input Data Sets
DATA= Input Data Set
Output Data Sets
ODS Table Names
Simulation Details
Solution Modes
Goal Seeking: Solving for Right-Hand-Side Variables
Numerical Solution Methods
Numerical Integration
Limitations
SOLVE Data Sets
Programming Language Overview
Variables in the Model Program
Equation Translations
Derivatives
Mathematical Functions
Functions Across Time
Language Differences
Storing Programs in Model Files
Diagnostics and Debugging
Analyzing the Structure of Large Models
Examples
Example 14.1. OLS Single Nonlinear Equation
Example 14.2. A Consumer Demand Model
Example 14.3. Vector AR(1) Estimation
Example 14.4. MA(1) Estimation
Example 14.5. Polynomial Distributed Lags Using %PDL
Example 14.6. General-Form Equations
Example 14.7. Spring and Damper Continuous System
Example 14.8. Nonlinear FIML Estimation
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Published by Clyve Pahugot

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Published by: Clyve Pahugot on Sep 17, 2012
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