Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: St:About DOLS


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <nankaixls@gmail.com> 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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index