EViews.com

hi
first: there is three methods in eviews 8 to estimate cointegrating regression, with DOLS i can estimate Stock and Watson's 1993 DGLS i use options and i selected White, my question is: my steps is true or false to estimate Stock and Watson's 1993 (DGLS).
second: can you add the Phillips and Loretan's (1991) nonlinear least squars (NLS) in the next upgrade version.

Best Regards.

how can estimate stock and Watson's DGLS in EViews 8 with cointreg.
would you like to help me please.

It's not built-in.

Dear Mr Glenn,
it would be kind of you if you add the Stock Watson's (DGLS) and Phillips and Loretan's 1991 (NLS) in the next upgrade, you can take this as a suggestion.
thank you for your response.

Phillips and Loretan can be estimated using standard NLS tools in EViews 8.

yes I know, but i lose the options of cointreg, just to take this in to concideration to add the two methods NLS and DGLS if it is possible.

Best Regards metrix.

Okay

thanks Mr Glenn.