Search found 2 matches
- Fri Jul 20, 2012 4:29 pm
- Forum: Econometric Discussions
- Topic: Help deriving second order ECM please
- Replies: 1
- Views: 1985
Re: Help deriving second order ECM please
Am I making a really obvious mistake? Like because of co-linearity the second lag cancels? I really need some help to be sure
- Fri Jul 20, 2012 4:06 pm
- Forum: Econometric Discussions
- Topic: Help deriving second order ECM please
- Replies: 1
- Views: 1985
Help deriving second order ECM please
Hi, I need some help deriving a second order ECM from a second order ARDL please. I know how to do it from a first order ARDL, but am getting confused with a higher order. I know the end result of the ECM2 but having problems getting there. This is the procedure I've been using: 1. Starting from ARD...