my model is y = a + xt + et
Q1. Should i run VECM or engle-granger procedure for short- and long-run interaction?
Q2. how to conduct engle-granger procedure in eviews?
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- Fri Aug 03, 2012 11:45 pm
- Forum: Econometric Discussions
- Topic: short- and long-run interaction of time series data
- Replies: 0
- Views: 1196