Dynamic ols

[luanvan10diem]

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 you advances.

[EViews Glenn]

You're going to have to be a bit clearer about what you are doing.

[luanvan10diem]

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@trend. Please give me how can run the DOLS in eview 7 to have result as (eq1).

Thanks in advance.

[EViews Glenn]

If I understand correctly, just specify the Y and X and choose the DOLS option in the cointreg, indicate that you want only a constant in the cointegrating regression, and specify the lead and lags that you want to add for the difference terms.