Thank you for your answer.
when I use automatic lag and lead selection by SIC, Eviews produce the same extend for all series. I know that in practice they should be different. What should I do? Than you in advance.
Search found 2 matches
- Sat Aug 02, 2014 2:28 pm
- Forum: Econometric Discussions
- Topic: DOLS
- Replies: 3
- Views: 4705
- Fri Aug 01, 2014 3:29 pm
- Forum: Econometric Discussions
- Topic: DOLS
- Replies: 3
- Views: 4705
DOLS
Hi,
I do not know how to choose lead and lag in DOLS using EViews. I want to perform it by using SIC. Can anyone suggest technique for this test? Thank you in advance.
I do not know how to choose lead and lag in DOLS using EViews. I want to perform it by using SIC. Can anyone suggest technique for this test? Thank you in advance.