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- Sat Mar 09, 2013 4:53 am
- Forum: Econometric Discussions
- Topic: Cointegrating Equations
- Replies: 1
- Views: 3117
Cointegrating Equations
Hi, I am studying the determinants of China's Trade Growth since 1982 using a VECM model. The variables used are: TRADE, FDI, Exchange rates, Wages, Tariffs, World Income My query relates to the specification and interpretation of the VECM. My Johansen/Engle-Granger cointegration tests came up with ...