ECM single equation?

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j235
Posts: 14
Joined: Mon Oct 24, 2016 9:24 am

ECM single equation?

Postby j235 » Sun Oct 22, 2017 12:18 am

I make some estimation with Error Correction Model-ECM.So I can easy to estimate ECM with two step (Engel-Granger approach).So I first calculate long run coefficent with OLS after that I calculate short run coefficient.So my question is how to write specification for ECM in E-views?

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