hi guys,
I have estimated an cointegration model. but i am not sure how can i write error correction model and normalized parameter values of two cointegrate vector. btw there are two cointegrate vectors according to results of trace statistics. Help please !!!
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- Fri Jan 10, 2014 3:16 pm
- Forum: Models
- Topic: cointegration analysis
- Replies: 0
- Views: 4374