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!
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!
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