I am estimating a 4-variable VECM -- only 3 of the series are I(1) so I tested the three series and found one cointegrating relationship.
Now I want to estimate the the full model with the cointegrating relationship and the fourth stationary series as well.
How do I do that in EViews?
Thanks in advance!!!
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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