Search found 2 matches

by erikjanvanharn
Wed Feb 03, 2021 1:07 am
Forum: Econometric Discussions
Topic: Including lagged dependent in DOLS
Replies: 0
Views: 725

Including lagged dependent in DOLS

Hi, I have estimated a DOLS model which seems to have a good fit. My aim with the model is to test alternative scenario's where I change some of the parameters ceteris paribus and analyse the impact. The only issue is that in my baseline scenario, the model basically produces a horizontal line since...
by erikjanvanharn
Wed Feb 03, 2021 12:55 am
Forum: Econometric Discussions
Topic: Forecasting GMM with differences/orthogonal deviations
Replies: 0
Views: 670

Forecasting GMM with differences/orthogonal deviations

Hi, I have estimated a GMM which seems to have a decent fit. The only problem right now that it seems that I am unable to use the model to forecast (error: cannot forecast or create a model from a panel equation estimated using differences or orthogonal deviations). Can anyone explain to me why this...

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