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st: cointegrated panel with ECM or DOLS
From
wangpan110 <[email protected]>
To
[email protected]
Subject
st: cointegrated panel with ECM or DOLS
Date
Fri, 24 Sep 2010 15:24:45 -0700 (PDT)
Hi everyone, i am wondering to ask if my panel data is cointegrated, which
model should i use, ECM or DOLS? by the way, i dont know how to set ECM and
DOLS under panel framwork, is everyone willing to help? your suggestions are
really appreciated.
Pan
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