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The former includes the difference at a lag of zero. The latter includes no differences.

What does the "difference at a lag zero" means? Is it possible to have a dynamic model with lag zero?!

Many thanks for the timely reply. I need some clearance. I appreciate if you consider it. First, by the former (includes the difference at a lag of zero) you meant, DOLS with Fixed leads and lags specification (lead=0, lag=0), and by the latter includes no differences you meant the Static OLS leads ...

Dear, I am testing a model by Panel Co-integrated DOLS method. I tested the model by specifying the values in Nonstationary estimation settings window. I get two different results (everything including the coefficients and the R2-adjusted) for these settings differing only in specification of "...

I have the same question. why R2 and R2-adjusted are not reported on GMM estimation with 1st difference? See below the example! Dependent Variable: DV Method: Panel Generalized Method of Moments Transformation: First Differences Date: 10/30/15 Time: 15:03 Sample (adjusted): 2001 2012 Periods include...

Thanks. the problem solved, apparently i did not have balanced panel data!

Hi,

The build date is Sep 8 2015 (Standard Edition) ...
I got an update today (8.1) but still the problem persists.

thanks for replying by the way.
best
Amir

Dear, The CCR is not included in the nonstationary estimation settings box of my Cointegrating Regression toolbox. Even when I use the commands to run the CCR it does not turn out any numbers except bunch of zeros. What can be the problem? I am using a single user licence of Eviews 8. Best regards, ...