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In EViews VAR estimation, if we have two endogenous variables(y1, y2) with lag (1 1), I know that I have following equations y1=c(1)+c(2)*y1(-1)+c(3)*y2(-1)+e1 y2=c(4)+c(5)*y1(-1)+c(6)*y2(-1)+e2 but, I wonder that I can estimate following customized(?) equations y1=c(1)+c(2)*y1(-1)+e1 y2=c(4)+c(5)*y...

Hello, I have some questions about ECM and cointegrating regression. (maybe very basic...) 1. I want to know the single equation error correction method which may be estimated using the Equation object and conventional OLS routines. <step1> Find variables related to cointegration using cointegration...