DOLS in time series

[Hazel Gould]

Hi,

I have found cointegration in my save and investment variables, and I have found some things online about using DOLS when you have cointegration because it gives robust long run coefficients.

I was just wondering if anyone could explain the purpose of using DOLS in this case (everything I have read has confused me)?

Also, how do you do DOLS with time series on stata?


Many thanks for any help in advance!

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data.

This listserve is more reliable on Stata problems than answers to general questions. Remember also that most of us are not from your area so it helps if you write out things like DOLS.

For such general questions, you might try one of the general statistics communities.