VECM ESTIMATION

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diego_wanted
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Joined: Sun Feb 08, 2015 3:40 am

VECM ESTIMATION

Postby diego_wanted » Fri Feb 20, 2015 10:56 am

Hi everyone,

I was wondering if anyone could give me a hand with the interpretation of my VECM results? I'm not very familiar with this method but I have to do it for my thesis.
I was just wondering how to interpret the coefficients here? I read somewhere that if a variable isn't significant I should delete it and run the model again, but how do I check for significance using a VECM model? I have attached my results, please help if you can.

Thank you

D
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