Search found 2 matches
- 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...
- 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...
