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Dear all, I am running the following single equation ECM d(y)=c(1)*(y(-1)-c(2)*x1(-1)-c(3)*x2(-1)-c(4)*x3(-1)-c(5)*x4(-1))+c(6)*d(x1)+c(11)*d(x1(-1))+c(13)*d(x2(-1))+c(15) such that the coefficients c(2) to c(5) can be readily interpreted as the long run coefficients without further normalisation. I...