Hi Billaudes , its 2015 and I have the same problem running a VECM (which is a VAR with first differences). Id like to know if you solved your problem and how.
Thank you so much for your response!
@Econodelics
Search found 1 match
- Fri Nov 20, 2015 8:18 pm
- Forum: Econometric Discussions
- Topic: VECM with flat impulse responses
- Replies: 3
- Views: 6913