Search found 2 matches

by luanvan10diem
Wed Feb 08, 2012 8:08 am
Forum: Estimation
Topic: Dynamic ols
Replies: 3
Views: 3636

Re: Dynamic ols

I want to use eviews 7 to run The Dynamic ols model (Stock and Watson,1993) such as: Yt = A(0) + A(i)Xt + B(j)d_X(t-j) + et, with j=(-p,p) (eq1). Although I have to follow the instructions in this guide, the result is not the same as the above equation. My result such as: Yt = A(0) + A(i)Xt + C@tren...
by luanvan10diem
Mon Feb 06, 2012 7:28 am
Forum: Estimation
Topic: Dynamic ols
Replies: 3
Views: 3636

Dynamic ols

I'm using eviews 7, i want use the dynamic ols (DOLS) procedure to run equation such as: Y(t) = aX(t) + b(k)d_X(t-k) + c(t) ;( with k=-i,i ) (eq1). When i use DOLS procedure, i only have a question: Y(t) = aX(t) + c(t) + d @trend (eq2). Please give me a procedures to run a results as (eq1). Thanks y...

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