Search found 1 match
- Wed May 11, 2011 2:47 am
- Forum: Estimation
- Topic: Vector Error Correction Models (long run cointegration)
- Replies: 0
- Views: 1542
Vector Error Correction Models (long run cointegration)
I have a question about Vector Error Correction Models, Is, how can I make the exogenous variable in the model enter in to the body of the co integration equation (not only appear in the end of the VECM equation), in other words, what I mean is that I want the exogenous variable to enter as correcti...