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- Mon Aug 26, 2013 11:10 am
- Forum: Estimation
- Topic: VECM coefficients
- Replies: 0
- Views: 1292
VECM coefficients
Hi all; I am estimating an VECM but I have a problem with the impulse responses that it generates. The estimation gives me some negative coefficients for different lags therefore the impulse responses oscilates too much in the short run. I need to get a smoother response, is it possible to restrict ...