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need help (gls estimation )time series

Posted: Thu Feb 24, 2011 3:04 pm
by censtat
hi , i'm Ehab , i need your help

how can i do estimate time series by (((generalized))) least squares method
using Eviews 7 program

please tell me if any one can help
and thanks

Re: need help (gls estimation )time series

Posted: Thu Feb 24, 2011 4:00 pm
by startz
It depends on the form the GLS takes. Weighted least squares and autocorrelation are built-in. You need to describe more specifically what you want to do.