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by bsdhjgc1
Fri Oct 12, 2012 4:08 am
Forum: Estimation
Topic: Deterministic trend in VECM
Replies: 0
Views: 2132

Deterministic trend in VECM

Dear friends, I have a question that need your help. That's about Deterministic trend in VECM. I tested if there were unit roots in my data with constant only included in the tests and with both constant and trend. They have unit roots at level. For the first differenced data, however, they still ha...

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