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- 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...
