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.
DOLS
Moderators: EViews Gareth, EViews Moderator
-
- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Re: DOLS
cointreg has automatic lag selection using SIC for DOLS.
Note as we discuss in the manual, this may not be an ideal approach.
Note as we discuss in the manual, this may not be an ideal approach.
-
- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Re: DOLS
How do you know this? What is the max lag you are choosing and when you do your comparison to EViews are you restricting the evaluation sample accounting for the highest order lag?
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 34 guests