Eigenvalue and Trace Tests - VEC

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Eigenvalue and Trace Tests - VEC

Postby jmagomez » Thu Jan 10, 2019 11:31 am

Dear Colleagues,

Two questions:

1) What is the meaning of the Error Correction Term?

2) What is the validity of the Error Correction Term, when Eigenvalue and Trace Tests indicate there is no cointegration relation at a VEC?

Best Regards, José.

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