VECM
Posted: 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?
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?