Hello,
I was wondering if anyone knew the code to simulate a simple VECM or a
bivariate Engle Granger with chosen speed of adjustment parameter and
cointegrating vector parameter.
Thanks, F
Search found 1 match
- Fri Jan 03, 2014 9:36 am
- Forum: Programming
- Topic: How to simulate VECM
- Replies: 0
- Views: 1261