[Limdep Nlogit List] OLS for time series

Bill Spitz bills at gra-inc.com
Sat Oct 10 00:26:50 AEDT 2020

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

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