Estimation with Several Datasets

Dear all,

I have an Excel dataset that contains 110 data-sheets. Each data-sheet has four columns: date, output, inflation and interest rate. I want to estimate the model with these 110 different datasets (that means 110 different estimations).
I was wondering if there is a way to do this within the estimation command in the .mod file.
Thank you in anticipation.


Hi Sahil,

I guess you would have to do this through matlab and write a loop that only feeds in the data at each estimation step that you want. As you probably also want to store the results somehow, doing a loop seems reasonable to me.


You cannot do this with the estimation-command, but you can use the macro-processor. A starting point may be Include file stored as string variable - #2 by HoutanBastani

Ok, sorry did not know that, but good to know :slight_smile: