That's it, thanks a lot.
It works when I apply the coint-tab on the VAR.
Search found 2 matches
- Wed Jan 13, 2010 2:34 am
- Forum: Estimation
- Topic: Imposing Cointegration Restrictions
- Replies: 3
- Views: 5731
- Tue Jan 12, 2010 2:15 am
- Forum: Estimation
- Topic: Imposing Cointegration Restrictions
- Replies: 3
- Views: 5731
Imposing Cointegration Restrictions
Hi, I'm using EViews 6. I would like to impose restrictions on both the cointegration vectors and the speed of adjustment parameters (I have run the Johansen Cointegration Test on my time series). In the Users Guide II on page 369 on Cointegration testing, it is specified, that a tab "VEC Restr...