short- and long-run interaction of time series data

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mamun.finance
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Joined: Fri Aug 03, 2012 11:35 pm

short- and long-run interaction of time series data

Postby mamun.finance » Fri Aug 03, 2012 11:45 pm

my model is y = a + xt + et
Q1. Should i run VECM or engle-granger procedure for short- and long-run interaction?
Q2. how to conduct engle-granger procedure in eviews?

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