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Hello,

I want to run a cointegration regression for a set of variables var1-var10 and save the coefficients of the regressors to a table:

for !x = 1 to 10
table(!x,5) dolscoeff equation hello{!x}.cointreg(METHOD=DOLS,TREND=linear,LLTYPE=AIC,PANMETHOD=GROUPED) var{!x} regressor @determ detvar
dolscoeff(1,2)="beta_coeff"
dolscoeff(!x+1,2)=hello!x.c(1)
next

However, I can not find intercept and trend coefficient as well as coefficients of additional deterministic regressors. Of course, the coefficient would be average values, not individual (country) values.

Best,

K.

Use the "btwcoefs=" option in the cointreg: It will save the coefficents to "coefmat" matrix. You can also see the output from an equation editor: "View/Individual Coefficients"