Search found 3 matches
- Mon Sep 30, 2013 11:36 pm
- Forum: Estimation
- Topic: DOLS estimation and Dummy
- Replies: 0
- Views: 1946
DOLS estimation and Dummy
Hi, 1) I have estimated a DOLS cointegrating equation between trade in services and trade in goods( 1 dep variable and 1 independant variable), I was wondering if in the estimation box I can just put my dummy variable to account for recessionary periods as an independant variable or is there another...
- Thu Sep 19, 2013 11:48 pm
- Forum: Econometric Discussions
- Topic: Dummy Variable in a DOLS Cointegrating Equation
- Replies: 0
- Views: 1830
Dummy Variable in a DOLS Cointegrating Equation
Hi, 1) I have estimated a DOLS cointegrating equation between trade in services and trade in goods( 1 dep variable and 1 independant variable), I was wondering if in the estimation box I can just put my dummy variable to account for recessionary periods as an independant variable or is there another...
- Wed Sep 04, 2013 3:19 am
- Forum: Data Manipulation
- Topic: Lead and Lag Variables
- Replies: 1
- Views: 8709
Lead and Lag Variables
Hi, I am running a simple OLS regression and wanted to lag one of my independant variables so I typed this in: LS LNAIRREALSA C LNSGIPSA LNAIRFUEL LNEUIPSA(-3) LNFFR(-1) DUMMY3 however, i kept getting a wrong signage until i changed it to lneuispa(3), and when I generated the lag and lead series sep...