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- Thu Oct 22, 2009 3:32 am
- Forum: Estimation
- Topic: different recursive OLS result from EViews 5 and EViews 6
- Replies: 0
- Views: 2053
different recursive OLS result from EViews 5 and EViews 6
Hi, I am using recursive OLS for two stage cointegration by following command equation eq01.ls y=(1)+c(2)*x eq01.rls(r,s) series re01=r_res equation co01.ls y-y(-1)=c(4)*re01(-1)+c(5)*(x-x(-1)) co01.rls(c,s) However, I obtain different results for the recursive coefficient from EViews 5 and EViews 6...