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- Sun Jun 29, 2014 6:08 am
- Forum: Econometric Discussions
- Topic: cointegrating regression and Error correction Model
- Replies: 0
- Views: 2809
cointegrating regression and Error correction Model
Hi :D , I have to estimate if certain macroeconomic variables can have significant impact on the housing price in both long term and short term. The method I used is Engle-Granger 2 step and error-correction mechanism. I have around 9 variables, which 8 of them are independent variables. The model i...