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- Thu Mar 29, 2012 8:57 am
- Forum: Econometric Discussions
- Topic: VEC coefficients' sign change for a particular lag
- Replies: 0
- Views: 1489
VEC coefficients' sign change for a particular lag
Hi everyone, I have run a VEC using different lags specifications. For most of them, I get consistent results: VEC coefficients have the same sign and are significant. However, there is only one particular lag that in which ALL of the coefficients' signs change (whatever was negative becomes positiv...