need help (gls estimation )time series

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censtat
Posts: 2
Joined: Wed Feb 23, 2011 8:11 pm

need help (gls estimation )time series

Postby censtat » Thu Feb 24, 2011 3:04 pm

hi , i'm Ehab , i need your help

how can i do estimate time series by (((generalized))) least squares method
using Eviews 7 program

please tell me if any one can help
and thanks

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: need help (gls estimation )time series

Postby startz » Thu Feb 24, 2011 4:00 pm

It depends on the form the GLS takes. Weighted least squares and autocorrelation are built-in. You need to describe more specifically what you want to do.


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