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- Sun Mar 04, 2012 9:43 am
- Forum: Econometric Discussions
- Topic: Optimal lag length VECM
- Replies: 0
- Views: 1806
Optimal lag length VECM
Hey, I hope my english is good enough to describe my problem. For my paper I have to examine stochastical trends (multivariate cointegration of 7 different stock indices). I dealt with the topics of unit root testing (ADF) and also a with the Johansen-Cointegration-test, both with Eviews 6. A VECM-M...