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by zio
Tue Apr 10, 2018 2:08 am
Forum: Econometric Discussions
Topic: VECM
Replies: 0
Views: 257

VECM

Hi,
Just a quick question.
When we run a VECM model our input should be the the non-stationary cointegrated variables or their log diff for instance so that they are stationary?

:roll:

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