DOLS Individual Coefficients errors
Posted: 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?
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?