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by nikolaichow
Tue Mar 20, 2012 7:18 am
Forum: Estimation
Topic: Problems about DOLS(Dynamic ordnary least square)
Replies: 2
Views: 3192

Problems about DOLS(Dynamic ordnary least square)

I know that DOLS(Dynamic ordnary least square) model is like normal OLS but additionally included leads and lags of the differenced cointegrating regressors. However I find that the result is different between I try do the dynamic regression myself and use the eviews option. Why is that happen? Also...

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