Search found 2 matches

by Gruenspan
Fri Feb 26, 2010 6:19 am
Forum: Estimation
Topic: Dynamic OLS + Restricted Trend
Replies: 3
Views: 4462

Re: Dynamic OLS + Restricted Trend

Not exactly, if I understood your answer correctly. I know that the base specification does not include a trend. However, I estimated also a C-VAR model with Johansen MLE. One of the vectors I am most interested in contains a restricted linear trend in my final model. To check the robustness of thes...
by Gruenspan
Thu Feb 25, 2010 9:19 am
Forum: Estimation
Topic: Dynamic OLS + Restricted Trend
Replies: 3
Views: 4462

Dynamic OLS + Restricted Trend

In Eviews 7 you can estimate a cointegrating regression with dynamic OLS (DOLS). It is also possible to include a (restricted) trend in case that the deterministic trends do not cancel. My problem is that Eviews does not report the estimated trend coefficient. Does anybody know how to find it? Thank...

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