EViews.com

Hi, Could anyone please tell me how to do the following: 1. save the residuals from the cointegrating equation (it is not saved in the residuals automatically), so that I can use that to estimate the ecm using OLS. What I am doing now is estimating a VAR and from the menu options select the cointegr...

Can anyone please provide some advice for my previous post? I am still at a loss.

Hello, I would like to know if when you estimate the cointegration regression using OLS, do you just use the longrun model in levels in OLS and how does the results from OLS compares with the results that you get for your beta estimates when you do the cointegration test using eviews Johansen maximu...

I would appreciate if anyone can tell me how to test for weak exogeneity in VECM using Eviews7. Thanks.