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by kkishit
Sat Aug 07, 2010 8:47 am
Forum: Estimation
Topic: dynamic ols estimation
Replies: 0
Views: 1609

dynamic ols estimation

I have estimated a VECM having successfully indentified the existence of cointegration by using the Johnasen Approach, but want to compare the cointegrating vector from the VECM to the cointegrating vector when using Dynamic OLS. I am confused as to whether you need to estimate the Dynamic OLS when ...

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