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Dear All, Could someone tell me, how I would be able to find correct lag structure to asymmetric ECM by using EViews ? Are there some special features available ? I have already done succesfully symmetric ECM with my data, but now I should do asymmetric one with same variables. Is lag structure usua...

Earlier I have made analysis only with difference stationary series, but now all needed variables are trend stationary ones. The aim is to get a error correction model by using Engle-Granger two step procedure, but now I am not sure which form of variables I should use in different steps of analysis...