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Re: st: St:About DOLS
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: St:About DOLS
Date
Thu, 12 Aug 2010 12:19:07 -0500
Page 6 of discusses some conditions necessary for dynamic ols:
http://www.newyorkfed.org/research/epr/99v05n1/9904klit.pdf
See also:
http://www.stata.com/statalist/archive/2009-03/msg01009.html
Scott
On Thu, Aug 12, 2010 at 11:47 AM, Alex <[email protected]> wrote:
> Dear statalisters,
> There are two sets of number A and B. In a DOLS model, the Depended
> variable equal to A - B; the independent variables is A + B, when I
> do the DOLS regression,would the estimated parameters be biased or
> inconsistent ? If there is how can I make it up?
> Best regards.
> --
> Alex
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