EViews.com

Hello,

When I estimate the same specification with FMOLS, RATS and EVIEWS give significantly different results (not only the magnitude of the coefficients but also the signs are different). Any input will be greatly appreciated.

Thanks,

Oz

You will probably receive more feedback if you share the data/results

The data that I am using are not publicly available and I am not allowed to share. I was just wondering if anybody had that problem before and a likely explanation.

Are the methods used for estimating the non-parametric correction set to the same settings?