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Individual coefficients for DOLS panel
Posted: Tue Dec 17, 2013 4:44 am
by kevinC
Hi,
I would like to know how to have individual coefficients for each of my variables (for 5 countries) with a DOLS panel estimation on Eviews 8.
Best
Kevin
Re: Individual coefficients for DOLS panel
Posted: Tue Dec 17, 2013 10:25 am
by EViews Glenn
Estimate Panel DOS, choosing Grouped as the estimation method. If you then click on View/Individual Coefficients, we’ll show you the coefficients for the individual cointegrating regressions that were used to create the grouped estimates.
Re: Individual coefficients for DOLS panel
Posted: Fri Dec 20, 2013 9:44 am
by praveen
Could please give you more clarification for individual coefficient estimation..?
Re: Individual coefficients for DOLS panel
Posted: Fri Dec 20, 2013 12:26 pm
by EViews Glenn
When you choose grouped estimation, we do a DOLS estimate for each of the cross-section and then average. When you choose the pooled, there are cross-section specific deterministic components that are removed prior to the pooled estimation. This is discussed in greater detail in the documentation.