ECM Examples

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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canboardrp
Posts: 17
Joined: Tue Mar 06, 2012 9:11 am

ECM Examples

Postby canboardrp » Wed Sep 05, 2012 10:59 am

I'm about to embark on a project that requires using an ECM. I've never applied this methodology using EViews before and I'm wondering if there's an example of how to develop and ECM that someone may be able to point me to? Also, if there's an example of how to input an ECM using the EViews programming language, that would be very helpful as well.

Thank you
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: ECM Examples

Postby EViews Glenn » Wed Sep 05, 2012 2:26 pm

A Google or forum search for "EViews and ECM" turns up several things that should help you. If you are doing single equation stuff, you could also try "EViews and Engle-Granger".
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