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- Wed Jan 25, 2012 6:57 am
- Forum: Econometric Discussions
- Topic: Residual Tests - Restricted or Unrestricted VECM?
- Replies: 0
- Views: 1741
Residual Tests - Restricted or Unrestricted VECM?
Hello, I am estimating a VEC model. I get some alphas that are non-significant, so I restrcited the model. The problem is all residual tests were OK on the unrestricted VECM, but I have some autocorrelation an normality problems if I test the residuals of the restricted VECM. Should I be testing the...