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DOLS estimation - Eviews stops working

Posted: Mon Jun 23, 2014 1:35 am
by tvonbrasch
Hi

if you open the dols equation in the attached workfile, click estimate, change the lag &lead method to Fixed and change the lags and leads both to 2, and then estimate the equation, Eviews stops working..... why is that?

Thomas

Re: DOLS estimation - Eviews stops working

Posted: Mon Jun 23, 2014 7:57 am
by EViews Gareth
Bug, we'll fix it.

Re: DOLS estimation - Eviews stops working

Posted: Tue Jul 01, 2014 3:56 pm
by EViews Glenn
Think I have a fix. It's undergoing testing and should appear in the not-to-distant future. It's related to the fact that almost all of your cross-sections get dropped due to insufficient numbers of observations, and we weren't quite doing the adjustment for the dropped cross-sections properly. Sorry for the inconvenience.

[edit: posted in latest updated -- let us know if you experience any additional problems]