Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

st: Re: St:About DOLS

From   wangpan110 <>
Subject   st: Re: St:About DOLS
Date   Sat, 25 Sep 2010 08:17:09 -0700 (PDT)

Dear Scott, can i ask you two questions, please:

1)   the last condition is "the DOLS residuals must be significantly
correlated with subsequent monthly changes in relative export prices", does
that mean cov(Uit, Yit) is not zero? can i achieve this in STATA?

2) what is the equation for ECM under panel data( let's say i have 4
independent variables)?

your help is very appreciated


View this message in context:
Sent from the Statalist mailing list archive at
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index