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- Fri Mar 28, 2014 4:09 am
- Forum: Estimation
- Topic: VECM
- Replies: 1
- Views: 1732
VECM
I am using EViews 6.0. I would like to know how I can estimate different lag lengths for different endogenous variables in a 9-variable system? Meanwhile, I need to estimate the coefficient and chi square for the summation of lagged endogenous variables. Any suggestions would be much appreciated. Th...