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 Dear statalisters, There are two sets of number A and B. In a DOLS  model, the Depended variable  equal to A - B; the independent variables is A + B, when I do the DOLS regression,would the estimated parameters be biased or inconsistent ? If there is how can I make it up? Best regards. -- Alex Nankai University Economic Department [hidden email] * *   For searches and help try: *   http://www.stata.com/help.cgi?search*   http://www.stata.com/support/statalist/faq*   http://www.ats.ucla.edu/stat/stata/
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## Re: St:About DOLS

 Page 6 of discusses some conditions necessary  for dynamic ols: http://www.newyorkfed.org/research/epr/99v05n1/9904klit.pdfSee also: http://www.stata.com/statalist/archive/2009-03/msg01009.htmlScott On Thu, Aug 12, 2010 at 11:47 AM, Alex <[hidden email]> wrote: > Dear statalisters, > There are two sets of number A and B. In a DOLS  model, the Depended > variable  equal to A - B; the independent variables is A + B, when I > do the DOLS regression,would the estimated parameters be biased or > inconsistent ? If there is how can I make it up? > Best regards. > -- > Alex * *   For searches and help try: *   http://www.stata.com/help.cgi?search*   http://www.stata.com/support/statalist/faq*   http://www.ats.ucla.edu/stat/stata/
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## Re: St:About DOLS

 Dear Scott, can i ask you two questions, please: 1)   the last condition is "the DOLS residuals must be significantly correlated with subsequent monthly changes in relative export prices", does that mean cov(Uit, Yit) is not zero? can i achieve this in STATA? 2) what is the equation for ECM under panel data( let's say i have 4 independent variables)? your help is very appreciated pan