I am estimating DOLS rolling window regressions. Is it possible to retrieve the long run coefficient estimates and their standard errors for DOLS equation?
I am using the default "coef" option to store the coefficients into a separate matrix column by column, but I have not been able to retrieve the standard errors of the coefficients.
For questions regarding programming in the EViews programming language.
1 post • Page 1 of 1
Who is online
Users browsing this forum: Bing [Bot] and 10 guests