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I want to test following asymmetric ECM equation ∆H_t=Aw_(t-1)^+ +βw_(t-1)^- +C∆H_(t-1)+D∆m_(t-1)+u_t where w_(t-1) should be dividen into positive and negative and we want to test the asymmetric sign effect of w_(t-1). however we donot know which variables should be the endogenous variables in the ...

if i want to test following asymmetric ECM equation ∆H_t=Aw_(t-1)^+ +βw_(t-1)[b]^- +C∆H_(t-1)+D∆m+u_t ,where w_(t-1) should be divided into postive and negative. However, I dont know which factors should enter into the endogenous varibales and which should enter into the exogenous variables in the t...