The DOLS.SRC procedure performs Stock and Watson's Dynamic OLS estimation.

The sample program file SW6.PRG and associated data files demonstrates
the use of the procedure.

The procedure, which was written by Kenjiro Hirayama, is based on the paper:

Hirayama, Kenjiro, and Munehisa Kasuya.  "Financial Deregulation
           and Divisia Monetary Aggregates in Japan."

which appears in:

  Andrew Mullineux, ed., Financial Innovation, Banking and
       Monetary Aggregates, London: Edward Elgar, 1996.  pp. 104-130.



