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Regression model

Kikokotozi cha Dynamic Ordinary Least Squares (DOLS)

DOLS ni kikokotozi cha urejesho wa ushirikiano kilichoanzishwa na Stock na Watson (1993) ambacho hurejesha uhusiano wa muda mrefu kati ya vigeu vya I(1). Kinajumuisha urejesho tuli na maongozi na ucheleweshaji wa vigeu vilivyotofautishwa, kikirekebisha upotoshaji wa mwisho kwa njia ya kigezo ili kigezo cha muda mrefu kiweze kukokotolewa kwa njia ya kawaida ya viwango vidogo.

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Method map

The neighbourhood of related methods — select a node to explore.

Vyanzo

  1. Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820. DOI: 10.2307/2951763
  2. Kao, C. & Chiang, M.-H. (2001). On the Estimation and Inference of a Cointegrated Regression in Panel Data. Advances in Econometrics, 15, 179–222. DOI: 10.1016/S0731-9053(00)15007-8

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 1). Dynamic Ordinary Least Squares Estimator. ScholarGate. https://scholargate.app/sw/econometrics/dols-estimator

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

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Imerejelewa na

ScholarGateDynamic OLS (Dynamic Ordinary Least Squares Estimator). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/dols-estimator · Seti ya data: https://doi.org/10.5281/zenodo.20539026