I am trying to understand how Eviews gets the matrix π separated into two matrices α (Unrestricted Adjustment Coefficients) and β' (Unrestricted Cointegrating Coefficients). I read some articles but they discuss β' as given set(s).
Please help! Thanks.
For questions of any nature based on EViews 5 or earlier versions of EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 0 guests