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by coconutter
Mon Aug 30, 2010 8:07 am
Forum: Estimation
Topic: Interpreting VEC output
Replies: 2
Views: 6561

Interpreting VEC output

Hi, I have tested for a cointegrating relationship and one exists, so I've estimated a VECM with four endogenous variables, and no exogenous variables. There are enough observations. I'm just wondering how exactly to rewrite the EViews output into equations, in particular the first equation as it is...

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