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- Thu Aug 14, 2014 6:57 pm
- Forum: Econometric Discussions
- Topic: VECM best model flow
- Replies: 0
- Views: 1699
VECM best model flow
Hi, Currently i'm doing a vecm model to find the relationship of npl in banking industry and macro variables. Some test that I used before using vecm were, unit root test (ADF and PP test), optimum lag using AR Root test and Johanssen cointegration test. After some test I get vecm model for my work,...