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Golf
Pyrite | Level 9 Golf
Pyrite | Level 9

Dynamic OLS/ Dynamic GLS in Cointegration Relationship

Posted 03-11-2020 02:57 AM (486 views)

Hello,

    I try to apply the method of DOLS and DGLS to estimate a long-run relationship.  Could anyone suggest the SAS code for doing this estimation?

 

Thank You.

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  • ‎03-11-2020 02:57 AM
  • 487 views
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  • 1 in conversation