Hi!
I have panel data and I make a panel cointegration model. I can see the individual coefficients but not their errors. Is there anyway to find them or I have to calculate them manually?
DOLS Individual Coefficients errors
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EViews Glenn
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Re: DOLS Individual Coefficients errors
I assume you mean the individual cross-section short run and deterministic coefficients. In the panel case, we neither compute nor save the standard errors. Sorry.
Re: DOLS Individual Coefficients errors
No problem, Thank you anyway!
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