I'm am not so familiar with the Eviews language. I'm doing my thesis and it would be highly useful to know how to do VECM model using rolling window in Eviews.
Could you help me with this? Some advice or part of the code would be great.
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Hi! First of all, thank you very much for this useful add-in! I'm working with my post-graduate thesis in economics and I'm estimating an error correction model using an smooth transition approach (STECM). The method I should use is pretty similar to the one that is used in Delatte's et. al. paper (...