Individual coefficients for DOLS panel

[kevinC]

Hi,

I would like to know how to have individual coefficients for each of my variables (for 5 countries) with a DOLS panel estimation on Eviews 8.

Best

Kevin

[EViews Glenn]

Estimate Panel DOS, choosing Grouped as the estimation method. If you then click on View/Individual Coefficients, we’ll show you the coefficients for the individual cointegrating regressions that were used to create the grouped estimates.

[praveen]

Could please give you more clarification for individual coefficient estimation..?

[EViews Glenn]

When you choose grouped estimation, we do a DOLS estimate for each of the cross-section and then average. When you choose the pooled, there are cross-section specific deterministic components that are removed prior to the pooled estimation. This is discussed in greater detail in the documentation.