Gareth,
thank you for the hint!
Search found 2 matches
- Thu Jan 24, 2013 1:01 am
- Forum: Estimation
- Topic: VECM/VAR - exogenous variables appear without lags
- Replies: 2
- Views: 3863
- Wed Jan 23, 2013 2:25 pm
- Forum: Estimation
- Topic: VECM/VAR - exogenous variables appear without lags
- Replies: 2
- Views: 3863
VECM/VAR - exogenous variables appear without lags
Hello dears, I have the following problem. I try to estimate VECM where I have n endogenous and m exogenous variables. The dialogue window allows to set the number of lags for endogenous variables only. Then, in the VECM output only endogenous variables appear with lags whereas exogenous variables a...