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- Sat Jan 25, 2014 4:29 am
- Forum: Econometric Discussions
- Topic: Dynamic OLS - running the long and short run ECM Model
- Replies: 0
- Views: 1669
Dynamic OLS - running the long and short run ECM Model
Hi, I'm using DOLS (Dynamic OLS) to construct an ECM Model. I was hoping for some guidance. Long run Model 1. What form would this take? I know I need to include lags and leads but how many? How would I interpret the results? 2. When analysing the lags and leads do I need to consider the p values an...