Lag of dependent variable in DOLS

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imran
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Joined: Wed Feb 10, 2010 6:18 am

Lag of dependent variable in DOLS

Postby imran » Fri Feb 12, 2010 3:54 am

Hi all,
pls anybody tell me that can I use lag of dependent variable in estimation of DOLS in the presence of leads and lags of regressors, and can also use it in fixed and random effect models, i am using Eviews 6.
waiting for your reply

imran

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