Search found 2 matches
- Fri Dec 20, 2013 2:05 pm
- Forum: Estimation
- Topic: shift dummy in VECM
- Replies: 1
- Views: 4965
Re: shift dummy in VECM
I just posted a question about this identical problem.. Did you solved it? :?
- Fri Dec 20, 2013 2:01 pm
- Forum: Estimation
- Topic: Dummy variable in a VECM
- Replies: 1
- Views: 5569
Dummy variable in a VECM
Hi everyone! My name is Lorenzo and I'm an Italian student of Economics. I'm writing here because I have a problem: I'm want to develop a Vector error correction model with two I(1) variables and I suspect a contegrating relation between them if I insert a shift dummy in the long run equation . I tr...