Practical 4: SEM Modelling

Building System of Equation models

N.F. Katzke
05-10-2019

In this session we will be setting up a SEM model on GDP data.

Coding Solutions

Additional:

Note on using FIML

The sonyc file is an example of the structural models used by the Fed.

See here and here. It has been downloaded from here.

Citation

For attribution, please cite this work as

Katzke (2019, May 10). Time-Series Econometrics: Practical 4: SEM Modelling. Retrieved from https://www.ts.nfkatzke.com/posts/2019-05-10-practical-4-sem-modelling/

BibTeX citation

@misc{katzke2019practical,
  author = {Katzke, N.F.},
  title = {Time-Series Econometrics: Practical 4: SEM Modelling},
  url = {https://www.ts.nfkatzke.com/posts/2019-05-10-practical-4-sem-modelling/},
  year = {2019}
}