DOLS Individual Coefficients errors

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Juus
Posts: 4
Joined: Fri Jul 10, 2015 2:27 pm

DOLS Individual Coefficients errors

Postby Juus » Wed Aug 12, 2015 1:36 am

Hi!
I have panel data and I make a panel cointegration model. I can see the individual coefficients but not their errors. Is there anyway to find them or I have to calculate them manually?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: DOLS Individual Coefficients errors

Postby EViews Glenn » Wed Aug 12, 2015 10:03 am

I assume you mean the individual cross-section short run and deterministic coefficients. In the panel case, we neither compute nor save the standard errors. Sorry.

Juus
Posts: 4
Joined: Fri Jul 10, 2015 2:27 pm

Re: DOLS Individual Coefficients errors

Postby Juus » Thu Aug 13, 2015 2:16 am

No problem, Thank you anyway!


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