stationary variables in VECM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

EviewsUser1
Posts: 37
Joined: Thu Aug 28, 2014 8:08 am

stationary variables in VECM

Postby EviewsUser1 » Mon Sep 16, 2019 7:52 am

I am estimating a 4-variable VECM -- only 3 of the series are I(1) so I tested the three series and found one cointegrating relationship. Now I want to estimate the the full model with the cointegrating relationship and the fourth stationary series as well. How do I do that in EViews?

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 24 guests