Questions about Dynamic OLS (DOLS) in time series

[Ramiro1969]

Hello everyone, hi Tom:

I have two questions about Dynamic OLS (DOLS) estimates (time series):

1.- How do I obtain the significance levels of Dynamic OLS estimates in RATS?

2.- How do I increment the decimal numbers after the point in the Dynamic OLS (DOLS) results?

Best regards

Ramiro

[TomDoan]

Use the @SWDOLS procedure which computes standard errors/covariance matrix.

To change the number of decimals, see https://estima.com/docs/RATS%2010%20Int ... df#page=23.

[Ramiro1969]

Use the @SWDOLS procedure which computes standard errors/covariance matrix.

To change the number of decimals, see https://estima.com/docs/RATS%2010%20Int ... df#page=23.

Thanks Tom