Hello,
how are the deterministic terms in the DOLS estimator computed (including the deterministics that you can enter in the description field) ?
Are they partialled out as de-trended before the estimations ?
Or, are they treated as additional variables but without including their first differences, and their coefficients are simply not reported?
Thanks,
Korbi
DOLS deterministics partialled out?
Moderators: EViews Gareth, EViews Moderator
Who is online
Users browsing this forum: No registered users and 28 guests