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Panel DOLS estimation

Posted: Sun Apr 26, 2015 1:08 am
by Dickson
Hello guys,

I am trying to run a panel DOLS estimation with a constant term, but I do not know how to do it. When I write C as a dependent variable, I do not get a coefficient for it, however, I really need one in order for my results to make sense. Is this possible using the DOLS methodology, and how do I do it?

Thank you!