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- Wed Apr 06, 2011 5:00 am
- Forum: Econometric Discussions
- Topic: ECM model for variables with different leves of integration
- Replies: 0
- Views: 2097
ECM model for variables with different leves of integration
Dear all I want to estimate a model with quarterly time series data. I ran hegy test for testing unit root and the result show that variables are not integrated in same orders. Johansen cointegration test shows that there is one cointegration vector. The question is that how can I run a VECM in evie...