+ I was wondering if the variable order for estimating a VECM is important.
+ For example: Is "y x1 x2 x3" the same as "y x2 x1 x3" (endogenous variables) in the VAR specification dialog box
Cheers,
Bali
:eviews6:
Search found 3 matches
- Mon Feb 01, 2016 12:24 pm
- Forum: Econometric Discussions
- Topic: VECM and variable order
- Replies: 0
- Views: 2122
- Tue Jan 26, 2016 6:54 am
- Forum: Suggestions and Requests
- Topic: Converting equation formula into list form
- Replies: 2
- Views: 5703
Re: Converting equation formula into list form
Thanks for the quick reply and clearing up my doubt!
Cheers,
Bali
Cheers,
Bali
- Mon Jan 25, 2016 3:32 pm
- Forum: Suggestions and Requests
- Topic: Converting equation formula into list form
- Replies: 2
- Views: 5703
Converting equation formula into list form
Hi: I have estimated a VECM model. I have begginer to moderate Eviews skills, good econometric knowledge. + It has 4 variables | employment, gasoline consumption, electricity consumption, and cement sales; + These are the 4 components of the Economic Activity Index estimated by the Puerto Rico Gover...
