VECM

For econometric discussions not necessarily related to EViews.

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zio
Posts: 1
Joined: Thu Apr 05, 2018 7:33 am

VECM

Postby zio » Tue Apr 10, 2018 2:08 am

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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