Pedroni FMOLS

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odincer
Posts: 2
Joined: Thu Jan 07, 2016 12:23 pm

Pedroni FMOLS

Postby odincer » Thu Jan 07, 2016 12:31 pm

Hello,

When I estimate the same specification with FMOLS, RATS and EVIEWS give significantly different results (not only the magnitude of the coefficients but also the signs are different). Any input will be greatly appreciated.

Thanks,

Oz
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Pedroni FMOLS

Postby EViews Gareth » Thu Jan 07, 2016 1:35 pm

You will probably receive more feedback if you share the data/results
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odincer
Posts: 2
Joined: Thu Jan 07, 2016 12:23 pm

Re: Pedroni FMOLS

Postby odincer » Thu Jan 07, 2016 2:24 pm

The data that I am using are not publicly available and I am not allowed to share. I was just wondering if anybody had that problem before and a likely explanation.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Pedroni FMOLS

Postby EViews Glenn » Fri Jan 08, 2016 12:34 pm

Are the methods used for estimating the non-parametric correction set to the same settings?
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