Re: st: St:About DOLS

[Scott Merryman <scott.merryman@gmail.com>]

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

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