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- Fri Feb 15, 2013 8:42 am
- Forum: Econometric Discussions
- Topic: Exogenous variable in cointegrating space in VECM
- Replies: 0
- Views: 1384
Exogenous variable in cointegrating space in VECM
Hello i wonder if you could help me. I am working wiht a colleague (he is using Cats in rats) where he specifies a VECM with employment being exogenous because the other variables do not explain employment. So we have in the long run occupied office space is determined by rents and employment and th...