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- Tue Apr 13, 2010 10:07 am
- Forum: Econometric Discussions
- Topic: VECM Model
- Replies: 0
- Views: 2294
VECM Model
Hello, I have estimated a VECM model with three endogenous variables (log oil price, log gas price and log electricity price) and with the following exogenous variables: two dummies for 2006 and 2008, heating degree days (hdd) and cooling degree days. I got two cointegrating equations (from the Joha...