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dear all

I'm estimating a model with Johansen conitegration and ECM, but I'm confused about the adjustment coefficient. is the adjustment coefficient should be significantly negative and its value should be range between -1 and 0?

I need some one to clarify it for me.
thanks in advance

Hi everybody I estimated a model for inflation by employing Johansen Cointegration and error correction model, but now I have problem with the diagnostic test. After I got the result of error correction model,based on the steps that are described in the eviews user's guide I estimated the model agai...

Hi.... I want to estimate a model for inflation, but I get the dependent variable has I(2) process and the other variables are mixed between I(0) and I(1) process, and I've been told that neither the johansen coitegration test nor the ARDL model are valid in this case, and I know to run johansen coi...

thanks startz
I'm really appreciate your advices.

thanks for your comment but don't you think that running cointegration test then estimating the VEC model knowing that some explanatory variables has a collinearity problem could make the results bias and inefficient, and using time series approach with johansen cointegration test does not solve the...

A least squares regression handles collinearity between the right hand side variables quite nicely.

thanks, but the least squares regression is not useful in this case since the series are integrated at order one and the OLS is no longer valid to estimate series with I(1) process.

I'm about estimating a regression equation with time series data, but the problem is that there is a correlation between two explanatory variables which is lead to collinearity, is there another way to deal with this problem rather than using instrument variable? cause the two variables are very imp...