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- Fri Jan 10, 2020 1:48 am
- Forum: Econometric Discussions
- Topic: Why are VEC long-run (beta) coefficients lagged by one?
- Replies: 0
- Views: 8658
Why are VEC long-run (beta) coefficients lagged by one?
Why are VEC long-run (beta) coefficients lagged by one in Eviews? In other programs, such as Stata and Gretl, they are not lagged.