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DOLS Individual Coefficients errors

Posted: Wed Aug 12, 2015 1:36 am
by Juus
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?

Re: DOLS Individual Coefficients errors

Posted: Wed Aug 12, 2015 10:03 am
by EViews Glenn
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.

Re: DOLS Individual Coefficients errors

Posted: Thu Aug 13, 2015 2:16 am
by Juus
No problem, Thank you anyway!