Search found 1 match
- Mon Apr 19, 2010 8:59 am
- Forum: Estimation
- Topic: reading the cointegrating vector equation on VAR output
- Replies: 0
- Views: 3057
reading the cointegrating vector equation on VAR output
Dear all, Please help me. I'm busy doing a study on the effect of exchange rate on the trade balance and need to see the short run and long run effects (J curve).I'm using thh Johansen techniques. All my variables are I(1) and the lag length based on AIC is 2 while SC gives 1. i've opted to use the ...