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Hi. I'm using Eviews 7. My question is an abridged version of a string in the Estimation Forum ( http://forums.eviews.com/viewtopic.php?f=4&t=2032 ). Given the evolution of the discussion Glenn suggested I repost here. I'm wrestling with the best way to estimate an error correction model – speci...

Glenn, thanks. I was hoping for a bit of insight on the pros and cons of the various approaches I listed, so if you have any thoughts I'd love to hear them. I'm quite new to this and am still trying to resolve some uncertainties related to the methodology. Apologies if this belonged in the Econometr...

My version is Eviews 7. I am using DOLS to estimate a cointegrating relationship, and intend to include some short run dynamics and generate forecasts by utilizing an error-correction model. My primary concern is that I proceed through this process in an appropriate sequence, but I continue to stumb...

Thanks. That's helpful. I was able to pull the article you suggest. I have a couple of follow up questions. First, when you say "nonlinear ECM specification" are you simply referring to entering the full ECM specification in equation form with direct references to the coefficients, with &q...

Hi. I’m using Eviews 7 and have a couple of questions pertaining to my work with cointegrated series. First, is there any sort of Eviews functionality for estimating error correction models, either in a single equation setting or using pooled data? I have noticed in the past that when I try to estim...