Dynamic Ordinary Least Squares
GPTKB entity
Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
econometric method
|
| gptkbp:abbreviation |
gptkb:DOLS
|
| gptkbp:appliesTo |
time series data
|
| gptkbp:citation |
Stock, J.H. & Watson, M.W. (1993). 'A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems.' Econometrica.
|
| gptkbp:developedBy |
gptkb:Stock_and_Watson
|
| gptkbp:field |
statistics
econometrics |
| gptkbp:handles |
endogeneity
serial correlation |
| https://www.w3.org/2000/01/rdf-schema#label |
Dynamic Ordinary Least Squares
|
| gptkbp:introducedIn |
1993
|
| gptkbp:method |
includes leads and lags of differenced regressors
|
| gptkbp:relatedTo |
gptkb:Ordinary_Least_Squares
Fully Modified OLS |
| gptkbp:usedFor |
estimating cointegrating relationships
|
| gptkbp:bfsParent |
gptkb:DOLS
|
| gptkbp:bfsLayer |
7
|