EViews.com

hi terran 190, i don't really get your question: at first you say, you have done the Engle-Granger cointegration part, then you ask how to estimate an ECM in EViews - so, what have you done actually? If you mean you've done the Johansen Cointegration test, then, in the test result window, click on &...

Dear experts, is there any problem in skipping lags in a VAR/ VEC? I estimated models like a VAR with lags at order 1, 5, 6, 23, 36, but not the ones inbetween, and similar models, encouraged by the fact that the eviews Help explicitely instructs you how to do that. My only concern is that i didn't ...