I was wondering if I need data on all declared variables for estimation. While perusing some .mod files I noticed that data files contain data on one or two variables only.
Also is there a way to read data without using the estimation command?
You only need to give data for the observed variables, declared using the “varobs” keyword. The observed variables are a subset of the endogenous variables (declared with the “var” keyword).
I don’t really understand your question. You can always load a datafile in MATLAB/Octave using either load or xlsread (depending on the format of your datafile).