From bills at gra-inc.com  Sat Oct 10 00:26:50 2020
From: bills at gra-inc.com (Bill Spitz)
Date: Fri, 9 Oct 2020 13:26:50 +0000
Subject: [Limdep Nlogit List] OLS for time series
Message-ID: <CY4PR1001MB23283A70EDE8BC01DDE48405F0080@CY4PR1001MB2328.namprd10.prod.outlook.com>

I know time series is not LIMDEP's strong suit, but is there any way to carry out a dynamic OLS (DOLS) estimation (Stock and Watson)
or fully modified OLS (FM-OLS) estimation (Phillips and Hansen) in LIMDEP?

Thanks in advance.

/Bill Spitz