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- Wed May 12, 2010 11:05 pm
- Forum: Econometric Discussions
- Topic: Cointegrating equation in VECM
- Replies: 0
- Views: 2600
Cointegrating equation in VECM
Dear, My thesis employs Johansen Cointegration test (use Eview 6). Regarding the result that there are 5 cointegrating equations, I employ VECM to determine the long-run and short-run relationship. However, I don't know hoe to interpret the COEFFCIENTS. There are many equaitons. What is the critical...