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sorry, the correct ECM restricted equation would be: D(LOG_NPL_CONS) = 0.00197766354072 + 0.269590701578*D(LOG_NPL_CONS(-1)) + 0.539345237869*D(LOG_LAG_LEV_CONS) - 0.975875372066*D(LOG_PIB) - 0.0424886489025*[ LOG_NPL_CONS - (0.537641531923*LOG_LAG_LEV_CONS(-1) - 0.652596322867*LOG_PIB(-1) )] + fixe...

Hi, I estimated a panel ECM with fixed effects, using FMOLS for the long run dynamics, and then using OLS for the short term dynamics. I use eviews 9.5, therefore I estimated the long run relation using the following estimation command: COINTREG(PANMETHOD=GROUPED) LOG_NPL_CONS LOG_LAG_LEV_CONS LOG_P...